Programming the statistical procedures from SAS

Overidentifying restrictions test in Proc Model

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Overidentifying restrictions test in Proc Model

I would like to carry out the Hansen's overidentifying restrictions testusing PROC MODEL.  I'm told that this test can be done in the GMMframework in PROC MODEL, and is computed as N*objective in the GMM estimation.I entered gmm in the FIT statement, and observed N*objective in the output. However, there is no probability to accept/reject the null hypothesis. MaybeI'm doing this the wrong way. Does anyone have the correct SAS codes to do thistest?

Thanks.

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