求教：xtabond2做系统GMM,如何产生difference-in-sargan值

谢谢楼上啦，刚好也遇到这个问题~

Difference-in-Hansen tests of exogeneity of instrument subsets:
  GMM instruments for levels
    Hansen test excluding group:     chi2(79)   =  83.60  Prob > chi2 =  0.340
    Difference (null H = exogenous): chi2(21)   =  26.27  Prob > chi2 =  0.196
  iv(yr1978 yr1979 yr1980 yr1981 yr1982 yr1983 yr1984)
    Hansen test excluding group:     chi2(93)   = 107.51  Prob > chi2 =  0.144
    Difference (null H = exogenous): chi2(7)    =   2.36  Prob > chi2 =  0.938

楼主的应该是版本问题，11。0可以

学习了。。