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Tests of overidentification.
| Parameters | Sargan's test | Basmann's test | Wooldridge's score test | |
|---|---|---|---|---|
| Model 1 | Statistic | 1.0473 | 0.8154 | 0.7083 |
| P-value | 0.7898 | 0.8458 | 0.8712 | |
| Distributed | chi2 (3) | chi2 (3) | chi2 (3) | |
| Model 2 | Statistic | 1.5855 | 1.2494 | 0.9064 |
| P-value | 0.6627 | 0.7412 | 0.8239 | |
| Distributed | chi2 (3) | chi2 (3) | chi2 (3) |
H0: The model is not overidentified.
