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xtabond命令中，我看到stata手册中的相关例子

在这个例子中，n_it为因变量，公司雇员量

自变量包括

w_it ——真实工资

k_it ——总资本存量

ys_it——工业产出

yr1980,yr1981,yr1982,yr1983,yr1984为时间虚拟变量

针对下面的模型设定和命令以及结果，有一个问题美弄清楚想请教各位

xtabond n l(0/1). w l(0/2). (k ys) yr1977-yr1984, lag(2) twostep
note: yr1977 dropped due to collinearity
note: yr1978 dropped due to collinearity
note: yr1984 dropped due to collinearity

Arellano-Bond dynamic panel-data estimation Number of obs = 611
Group variable (i): id Number of groups = 140

Wald chi2(15) = 1035.56

Time variable (t): year Obs per group: min = 4
avg = 4.364286
max = 6

Two-step results
------------------------------------------------------------------------------
n | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
n |
LD | .6287089 .0904543 6.95 0.000 .4514216 .8059961
L2D | -.0651882 .0265009 -2.46 0.014 -.117129 -.0132474
w |
D1 | -.5257597 .0537692 -9.78 0.000 -.6311453 -.420374
LD | .3112899 .0940116 3.31 0.001 .1270305 .4955492
k |
D1 | .2783619 .0449083 6.20 0.000 .1903432 .3663807
LD | .0140994 .0528046 0.27 0.789 -.0893957 .1175946
L2D | -.0402484 .0258038 -1.56 0.119 -.0908229 .010326
ys |
D1 | .5919243 .1162114 5.09 0.000 .3641542 .8196943
LD | -.5659863 .1396738 -4.05 0.000 -.8397419 -.2922306
L2D | .1005433 .1126749 0.89 0.372 -.1202955 .321382
yr1979 |
D1 | .0151101 .0075654 2.00 0.046 .0002822 .029938
yr1980 |
D1 | .030858 .0123298 2.50 0.012 .0066919 .055024
yr1981 |
D1 | -.0096741 .0197077 -0.49 0.624 -.0483005 .0289522
yr1982 |
D1 | -.0155376 .015798 -0.98 0.325 -.0465011 .015426
yr1983 |
D1 | .0014798 .0117636 0.13 0.900 -.0215764 .024536
_cons | -.0038946 .0039242 -0.99 0.321 -.0115859 .0037967
------------------------------------------------------------------------------
Warning: Arellano and Bond recommend using one-step results for
inference on coefficients

Sargan test of over-identifying restrictions:
chi2(25) = 31.38 Prob > chi2 = 0.1767

Arellano-Bond test that average autocovariance in residuals of order 1 is 0:
H0: no autocorrelation z = -3.00 Pr > z = 0.0027
Arellano-Bond test that average autocovariance in residuals of order 2 is 0:
H0: no autocorrelation z = -0.42 Pr > z = 0.6776

请问结果写成方程形式应该是什么样子？

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关键词：动态面板 Collinearity Restrictions coefficients correlation 模型 面板 公司 dynamic groups