Re: [Gretl-users] DPANEL and Sargan/Hansen test
Am 20.05.2013 11:52, schrieb Pindar:
Hola Rodrigo,
The p-value for Hansen test is reported as " 0.218".
But with the output in the paper and gretl there are 3 different test
statistics for chi2(100):
Sargan_xtabond2: 186.90
Sargan_gretl: 154.81
Hansen_xtabond2: 110.70
I would like to be sure how to interpret differences in the diagnostic
checks between gretl and stata.
Yes, a useful question I think. But are the coeff estimates always the
same, are you absolutely sure you are comparing identical
specificiations? In panel settings and GMM settings there can be subtle
differences.
cheers,
sven