xtabond2 回归以后，显示
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.





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Arellano-Bond test for AR(1) in first differences: z =  -2.74  Pr > z =  0.006
Arellano-Bond test for AR(2) in first differences: z =  -2.73  Pr > z =  0.006
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Sargan test of overid. restrictions: chi2(24)   = 302.76  Prob > chi2 =  0.000
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(24)   =  33.64  Prob > chi2 =  0.091
  (Robust, but weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:
  GMM instruments for levels
    Hansen test excluding group:     chi2(22)   =  33.64  Prob > chi2 =  0.053
    Difference (null H = exogenous): chi2(2)    =   0.00  Prob > chi2 =  0.999
  iv(gdp lnpop)
    Hansen test excluding group:     chi2(22)   =  33.21  Prob > chi2 =  0.059
    Difference (null H = exogenous): chi2(2)    =   0.44  Prob > chi2 =  0.803



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