e/Sargan test

Information
has gloss	eng: The Sargan test is a statistical test used to check for over-identifying restrictions in a statistical model. The Sargan test is based on the observation that the residuals should be uncorrelated with the set of exogenous variables if the instruments are truly exogenous. The Sargan test statistic can be calculated as TR2 (the number of observations multiplied by the coefficient of determination) from the OLS regression of the residuals (from IV estimation) onto the set of exogenous variables. This statistic will be asymptotically chi-squared with m − k degrees of freedom under the null that the error term is uncorrelated with the instruments.
lexicalization	eng: Sargan test
instance of	c/Statistical tests