动态面板GMM求助，AR检验怎么不显示啊

动态面板GMM求助，AR检验怎么不显示啊？显著性都很好，sargan检验也通过了，就是AR检验没有值啊。如果去掉一些变量AR检验就有数值，但是显著性不好，怎么办？另外，那两个warning什么意思啊？
钱比较少，希望各位大神帮忙啊！

结果如下：
. xtabond2 rl l.rl gt lnrgdp ky soe thi fdi open fi gl i.year dum_west dum_east,gmm(l.rl l.lnrgdp l.lnrgdp2 l.ky l.soe open th
> i fdi fi gl,lag(2 2) collapse) iv(gt i.year dum_west dum_east)  twostep
Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm.
2b.year dropped due to collinearity
3.year dropped due to collinearity
Warning: Number of instruments may be large relative to number of observations.
Warning: Two-step estimated covariance matrix of moments is singular.
  Using a generalized inverse to calculate optimal weighting matrix for two-step estimation.
  Difference-in-Sargan/Hansen statistics may be negative.

Dynamic panel-data estimation, two-step system GMM
------------------------------------------------------------------------------
Group variable: province                        Number of obs      =       364
Time variable : year                            Number of groups   =        26
Number of instruments = 37                      Obs per group: min =        14
Wald chi2(25) =  5.11e+06                                      avg =     14.00
Prob > chi2   =     0.000                                      max =        14
------------------------------------------------------------------------------
          rl |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          rl |
         L1. |   2.849745   .8055006     3.54   0.000     1.270993    4.428497
             |
          gt |  -.2495237   .1165946    -2.14   0.032    -.4780449   -.0210024
      lnrgdp |  -.9439891   .4347736    -2.17   0.030     -1.79613   -.0918485
          ky |   64.69934   29.41881     2.20   0.028     7.039525    122.3592
         soe |  -11.01314   5.159043    -2.13   0.033    -21.12468   -.9015998
         thi |  -1.188109   .5610962    -2.12   0.034    -2.287838   -.0883811
         fdi |  -182.3533   80.86827    -2.25   0.024    -340.8522   -23.85442
        open |   9.968329   4.551683     2.19   0.029     1.047195    18.88946
          fi |   -7.52447   3.446568    -2.18   0.029    -14.27962   -.7693205
          gl |   111.6194   51.32659     2.17   0.030     11.02111    212.2176
             |
        year |
          4  |   .2001911   .0815059     2.46   0.014     .0404424    .3599397
          5  |  -1.381925   .6567607    -2.10   0.035    -2.669152   -.0946973
          6  |  -1.095133   .5385101    -2.03   0.042    -2.150593   -.0396725
          7  |   2.114329    .929366     2.28   0.023     .2928056    3.935853
          8  |   5.180252   2.328658     2.22   0.026     .6161665    9.744338
          9  |   5.901065   2.609276     2.26   0.024     .7869783    11.01515
         10  |   6.193774   2.751777     2.25   0.024     .8003906    11.58716
         11  |   6.995334     3.0743     2.28   0.023     .9698179    13.02085
         12  |   6.462855   2.737467     2.36   0.018     1.097519    11.82819
         13  |    3.66676   1.598738     2.29   0.022     .5332913    6.800228
         14  |   3.279228   1.355926     2.42   0.016     .6216626    5.936793
         15  |   1.964102   .6981917     2.81   0.005     .5956712    3.332533
         16  |   .4130064   .1673126     2.47   0.014     .0850798     .740933
             |
    dum_west |  -8.700682   3.981804    -2.19   0.029    -16.50487     -.89649
    dum_east |   .6936254   .2999028     2.31   0.021     .1058268    1.281424
       _cons |  -11.50036    5.22828    -2.20   0.028     -21.7476    -1.25312
------------------------------------------------------------------------------
Warning: Uncorrected two-step standard errors are unreliable.

Instruments for first differences equation
  Standard
    D.(gt 2b.year 3.year 4.year 5.year 6.year 7.year 8.year 9.year 10.year
    11.year 12.year 13.year 14.year 15.year 16.year dum_west dum_east)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    L2.(L.rl L.lnrgdp L.lnrgdp2 L.ky L.soe open thi fdi fi gl) collapsed
Instruments for levels equation
  Standard
    gt 2b.year 3.year 4.year 5.year 6.year 7.year 8.year 9.year 10.year
    11.year 12.year 13.year 14.year 15.year 16.year dum_west dum_east
    _cons
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    DL.(L.rl L.lnrgdp L.lnrgdp2 L.ky L.soe open thi fdi fi gl) collapsed
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z =      .  Pr > z =      .
Arellano-Bond test for AR(2) in first differences: z =      .  Pr > z =      .
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(11)   =   7.83  Prob > chi2 =  0.729
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(11)   =   0.00  Prob > chi2 =  1.000
  (Robust, but weakened by many instruments.)

我也想问两个warning什么意思啊，不知道楼主搞清楚了吗?

我也是显示不出来，就是几个点，这是几个意思啊