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The Sargan test is based on the assumption that model parameters are identified via a priori restrictions on the coefficients, and tests the validity of over-identifying restrictions. The test statistic can be computed from residuals from instrumental variables regression by constructing a quadratic
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regression by constructing a quadratic form based on the cross-product of the residuals and exogenous variables. Under the null hypothesis that the over-identifying restrictions are valid, the statistic is
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on the assumption that model parameters are identified via a priori restrictions on the coefficients, and tests the validity of over-identifying restrictions. The test statistic can be computed from
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form based on the cross-product of the residuals and exogenous variables.: 132–33 Under the null hypothesis that the over-identifying restrictions are valid, the statistic is
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255:: 132–33 Under the null hypothesis that the over-identifying restrictions are valid, the statistic is": -->
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