# sargan

From plm v2.2-5
by Yves Croissant

##### Hansen--Sargan Test of Overidentifying Restrictions

A test of overidentifying restrictions for models estimated by GMM.

- Keywords
- htest

##### Usage

`sargan(object, weights = c("twosteps", "onestep"))`

##### Arguments

- object
an object of class

`"pgmm"`

,- weights
the weighting matrix to be used for the computation of the test.

##### Details

The Hansen--Sargan test calculates the quadratic form of the moment restrictions that is minimized while computing the GMM estimator. It follows asymptotically a chi-square distribution with number of degrees of freedom equal to the difference between the number of moment conditions and the number of coefficients.

##### Value

An object of class `"htest"`

.

##### References

HANS:82plm

SARG:58plm

##### See Also

##### Examples

```
# NOT RUN {
data("EmplUK", package = "plm")
ar <- pgmm(log(emp) ~ lag(log(emp), 1:2) + lag(log(wage), 0:1) +
lag(log(capital), 0:2) + lag(log(output), 0:2) | lag(log(emp), 2:99),
data = EmplUK, effect = "twoways", model = "twosteps")
sargan(ar)
# }
```

*Documentation reproduced from package plm, version 2.2-5, License: GPL (>= 2)*

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