sargan: Compute Sargan's S

In sgaure/lfe: Linear Group Fixed Effects

Description

Compute Sargan's S

Usage

sargan(object, ..., lhs = object$lhs[1])

Arguments

object	and object type '"felm"', the return value from felm.
...	Not used at the moment.
lhs	in case of multiple left hand sides, specify the name of the left hand side for which you want to compute Sargan's S.

Value

sargan returns a numeric, the Sargan's S. The Basmann statistic is returned in the '"basmann"' attribute.

sgaure/lfe documentation built on Dec. 27, 2019, 8:06 a.m.