GMM回归报错

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1. xtabond2 ROE L.ROE DAR GROW TOP TOP_SQ SIZE BOARD CONCUR,gmm(L.ROE)iv(DAR GROW TOP TOP_SQ SIZE BOARD CONCUR) robust small

复制代码

报错如下：
Warning: Two-step estimated covariance matrix of moments is singular.
  Using a generalized inverse to calculate robust weighting matrix for Hansen test.
  Difference-in-Sargan/Hansen statistics may be negative.
estimates post: matrix has missing values
                 stata():  3598  Stata returned error
         xtabond2_mata():     -  function returned error
                 <istmt>:     -  function returned error
r(3598);

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关键词：GMM Generalized covariance difference Statistics