Sargan test
E764596
The Sargan test is a statistical test used in econometrics to assess the validity of instrumental variables by checking overidentifying restrictions in regression models.
All labels observed (2)
| Label | Occurrences |
|---|---|
| Sargan test canonical | 2 |
| Sargan overidentification test | 1 |
How this entity was disambiguated
This entity first appeared as the object of triple T8901599 — resolving that mention is where its identity was fixed. The disambiguator weighed these candidate entities and picked the highlighted one (or “None”, minting a new entity). This is how homonymy is resolved: the same surface form can point to different entities.
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Sargan test Context triple: [Denis Sargan, knownFor, Sargan test]
-
A.
Frisch–Waugh–Lovell theorem
The Frisch–Waugh–Lovell theorem is a fundamental result in econometrics that shows how the coefficients of a multiple linear regression can be obtained by first partialling out (regressing out) other explanatory variables.
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B.
F-test
The F-test is a statistical hypothesis test used to compare variances and assess the overall significance of models, especially in analysis of variance (ANOVA) and regression.
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C.
Mauchly
Mauchly is the surname of John W. Mauchly, the American physicist and co-inventor of the ENIAC, one of the earliest general-purpose electronic digital computers.
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D.
Kruskal–Wallis test
The Kruskal–Wallis test is a nonparametric statistical method used to determine whether there are statistically significant differences between the medians of three or more independent groups.
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E.
Heckman correction
The Heckman correction is an econometric technique that adjusts for sample selection bias in regression models by jointly modeling the selection process and the outcome.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: Sargan test Target entity description: The Sargan test is a statistical test used in econometrics to assess the validity of instrumental variables by checking overidentifying restrictions in regression models.
-
A.
Frisch–Waugh–Lovell theorem
The Frisch–Waugh–Lovell theorem is a fundamental result in econometrics that shows how the coefficients of a multiple linear regression can be obtained by first partialling out (regressing out) other explanatory variables.
-
B.
F-test
The F-test is a statistical hypothesis test used to compare variances and assess the overall significance of models, especially in analysis of variance (ANOVA) and regression.
-
C.
Mauchly
Mauchly is the surname of John W. Mauchly, the American physicist and co-inventor of the ENIAC, one of the earliest general-purpose electronic digital computers.
-
D.
Kruskal–Wallis test
The Kruskal–Wallis test is a nonparametric statistical method used to determine whether there are statistically significant differences between the medians of three or more independent groups.
-
E.
Heckman correction
The Heckman correction is an econometric technique that adjusts for sample selection bias in regression models by jointly modeling the selection process and the outcome.
- F. None of above. chosen
Statements (46)
| Predicate | Object |
|---|---|
| instanceOf |
econometric test
ⓘ
statistical test ⓘ test of overidentifying restrictions ⓘ |
| alsoKnownAs |
Sargan overidentification test
NERFINISHED
ⓘ
Sargan overidentifying restrictions test NERFINISHED ⓘ |
| alternativeHypothesis |
at least one instrument is invalid
ⓘ
overidentifying restrictions are violated ⓘ |
| appliesTo |
instrumental variables models
ⓘ
linear regression with instrumental variables ⓘ overidentified IV regression models ⓘ |
| assumes | homoskedastic errors ⓘ |
| basedOn |
moment conditions implied by instruments
ⓘ
residuals from IV regression ⓘ |
| cannotBeAppliedTo | exactly identified IV models ⓘ |
| degreesOfFreedom | number of overidentifying restrictions ⓘ |
| field |
econometrics
ⓘ
statistics ⓘ |
| generalizationOf | tests of linear restrictions on moments ⓘ |
| hasLimitation | not robust to heteroskedasticity ⓘ |
| implementedIn |
EViews
NERFINISHED
ⓘ
Gretl NERFINISHED ⓘ R NERFINISHED ⓘ Stata NERFINISHED ⓘ other econometric software ⓘ |
| introducedBy | John Denis Sargan NERFINISHED ⓘ |
| introducedIn | 1958 ⓘ |
| namedAfter | John Denis Sargan NERFINISHED ⓘ |
| nullHypothesis |
all instruments are valid
ⓘ
overidentifying restrictions are satisfied ⓘ |
| relatedTo |
GMM overidentification test
ⓘ
Hansen J test ⓘ generalized method of moments ⓘ instrumental variables estimation ⓘ two-stage least squares ⓘ |
| requires | overidentified model ⓘ |
| robustVariant | Hansen J test ⓘ |
| testStatisticDependsOn |
number of overidentifying restrictions
ⓘ
sample size ⓘ |
| testStatisticDistribution | chi-squared distribution under the null ⓘ |
| usedFor |
assessing validity of instrumental variables
ⓘ
testing exogeneity of instruments ⓘ testing model specification in IV regression ⓘ testing overidentifying restrictions ⓘ |
| usedIn |
cross-sectional IV analysis
ⓘ
panel data models with IV ⓘ time series models with IV ⓘ |
How these facts were elicited
The pipeline generated the facts above by prompting gpt-5.1 with this entity's name + description and the instruction below.
Instruction
You are a knowledge base construction expert. Given a subject entity and a description of it, return factual statements that you know for the subject as a JSON list of dictionaries(triples), where keys must be "subject", "predicate" and "object". The number of facts may be very high, between 25 to 50 or more, for very popular subjects. For less popular subjects, the number of facts can be very low, like 5 or 10. # Requirements - If you don't know the subject at all, return an empty list. - If the subject is not a named entity, return an empty list. - Include at least one triple where predicate is "instanceOf". - Do not get too wordy. - Separate several objects into multiple triples with one object.
Input
Subject: Sargan test Description of subject: The Sargan test is a statistical test used in econometrics to assess the validity of instrumental variables by checking overidentifying restrictions in regression models.
Referenced by (3)
Full triples — surface form annotated when it differs from this entity's canonical label.
this entity surface form:
Sargan overidentification test