xtabond2 回归结果不好，AR（1）、AR（2）>0.1,sargan回归为0

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Arellano-Bond test for AR(1) in first differences: z =  -1.06  Pr > z =  0.291
Arellano-Bond test for AR(2) in first differences: z =   0.54  Pr > z =  0.589
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Sargan test of overid. restrictions: chi2(10)   =  37.86  Prob > chi2 =  0.000
  (Not robust, but not weakened by many instruments.)

Difference-in-Sargan tests of exogeneity of instrument subsets:
  GMM instruments for levels
    Sargan test excluding group:     chi2(9)    =  34.86  Prob > chi2 =  0.000
    Difference (null H = exogenous): chi2(1)    =   3.00  Prob > chi2 =  0.083
  iv(L3.house_prince)
    Sargan test excluding group:     chi2(9)    =  37.73  Prob > chi2 =  0.000
    Difference (null H = exogenous): chi2(1)    =   0.13  Prob > chi2 =  0.714

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关键词：XTABOND Sargan abond 回归结果 SAR