Hi every one
I have an inquiry about
why I sometimes get Sargan score and Bessnman and Sometimes only Bessman score when i run the following commands
HTML Code:
ivregress gmm dep-var (indep-var = instrumental-var1 and var 2) control-vars, wmatrix(robust)
estat overid
because what i know if Sargan score is insignificant that means my results are good
but usually i get only Bessman score which is over 10% (insignificant) but Sargan does not appear
please i need explanation
why