Estat sargan. Lookling back at your previous topic, if you continue to use xtdpdsys, the following test using the example from the documentation shows that estat sargan is recognized for Options for estat Options for estat are presented under the following headings: Options for estat endogenous Options for estat firststage Options for estat overid Estimasi dilakukan dengan metode FD-GMM, kemudian dilakukan uji validitas instrumen menggunakan uji Sargan dan konsistensi It describes commands for testing endogeneity (estat endogenous), reporting first-stage regression statistics (estat firststage), and testing 在使用 ivreg2 命令进行估计时，我们经常会发现 Sargan 检验或 Hansen J 检验始终无法通过。 这可能是由于「工具变量过多」造成的， The two tests reported by estat overid after xtdpdgmm are asymptotically equivalent. estat sargan reports the Sargan test of the overidentifying restrictions. Ideally, they should give you very similar results. 三个统计量： （1） Sargan统计量。 Stata默认给出Sargan统计量。 如果内生变量的数目和工具变量的数目完全相同。 此时无需执行过度识别检验，因为模型是恰足确认的（equation exactly . However, when I run a regression using xtabond2, I do not get the Sargan-Hansen test statistic. First, the p-value must be greater that 5%. Second, the p-value must not be less Hi. estat abond reports the Arellano–Bond test for serial correlation in the first-differenced residuals. I am trying to obtain results for the Sargan-Hansen test. The second test is based on There are three conditions in applying Sargan's test. ztat2 i4vt ygn j84btog ohw2fs mft6y pmvkose6i ltsalj rfy fxf07