Hi
What does a sargan test p value = 0 imply? does it mean my instruments are valid? I read that sargan test p values between 0.1 and 0.25 mean that instruments are not valid, however I am confused what does a pvalue of 0 mean?
Estimation would be using 2sls:
Ivreg2 Y X Controls (X = Z1 Z2)
0 Response to Sargan test P value = 0 meaning
Post a Comment