e.g.
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Arellano-Bond test for AR(1) in first differences: z = -0.80 Pr > z = 0.424
Arellano-Bond test for AR(2) in first differences: z = 0.38 Pr > z = 0.705
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Sargan test of overid. restrictions: chi2(12) = 25.57 Prob > chi2 = 0.012
(Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(12) = 17.74 Prob > chi2 = 0.124
(Robust, but weakened by many instruments.)
Difference-in-Hansen tests of exogeneity of instrument subsets:
GMM instruments for levels
Hansen test excluding group: chi2(8) = 15.23 Prob > chi2 = 0.055
Difference (null H = exogenous): chi2(4) = 2.50 Prob > chi2 = 0.644
iv(vfi lnpop cdr odr ur1 ubn1)
Hansen test excluding group: chi2(6) = 7.29 Prob > chi2 = 0.295
Difference (null H = exogenous): chi2(6) = 10.45 Prob > chi2 = 0.107