*! version 1.4.2 06feb2024 *! Sebastian Kripfganz, www.kripfganz.de *! Vasilis Sarafidis, sites.google.com/view/vsarafidis *==================================================* ***** postestimation statistics after xtivdfreg ***** program define xtivdfreg_estat, rclass version 13.0 if !inlist("`e(cmd)'", "xtivdfreg", "spxtivdfreg") { error 301 } gettoken subcmd rest : 0, parse(" ,") if "`subcmd'" == substr("overid", 1, max(4, `: length loc subcmd')) { xtivdfreg_estat_`subcmd' `rest' } else { estat_default `0' } ret add end *==================================================* **** computation of overidentification test statistics **** program define xtivdfreg_estat_overid, rclass version 13.0 if "`e(estimator)'" == "mg" { di as err "Hansen test not valid after mean-group estimation" exit 321 } di _n as txt "Hansen test of the overidentifying restrictions" _col(56) "chi2(" as res e(df_J) as txt ")" _col(68) "=" _col(70) as res %9.4f e(chi2_J) if e(df_J) { di as txt "H0: overidentifying restrictions are valid" _c } else { di as txt "note: coefficients are exactly identified" _c } di _col(56) as txt "Prob > chi2" _col(68) "=" _col(73) as res %6.4f e(p_J) ret sca p = e(p_J) ret sca df = e(df_J) ret sca chi2 = e(chi2_J) end