差分gmm估计:
我用命令:xtabond2 da l.da leverage sd fixed proebita q sales lagasset, gmm(da leverage sd)iv(fixed proebita q sales lagasset  cycle) nolevel small
结现结果。
但是当我
xtabond2 da l.da leverage sd fixed proebita q sales lagasset, gmm(da leverage sd, lags(22))iv(fixed proebita q sales lagasset  cycle) nolevel small
Favoring speed over space. To switch, type or click on mata: mata set matafavor space, perm.
gmmstyle(da leverage sd, lags(22)) invalid.
r(198);
请问这是怎么回事?
动态面板:L.da、leverage、sd是内生变量
gmm()里的工具变量我想使用leverage、sd的二阶的话该怎么办