请求赐教!

Eviews手册里讲了Sargan检验的方法：

Note in particular the results labeled “J-statistic” and “Instrument rank”. Since the reported J-statistic is simply the Sargan statistic (value of the GMM objective function at estimated parameters), and the instrument rank of 38 is greater than the number of estimated coefficients (13), we may use it to construct the Sargan test of over-identifying restrictions. It is worth noting here that the J-statistic reported by a panel equation differs from that reported by an ordinary equation by a factor equal to the number of observations. Under the null
hypothesis that the over-identifying restrictions are valid, the Sargan statistic is distributed
as chi(p-k), where k is the number of estimated coefficients and p is the instrument rank. The p-value of 0.22 in this example may be computed using “scalar pval =@chisq(30.11247, 25)”.