1。或许你是想检验共线性问题，因为多数情况下解释变量间都是相关的。whelp vif

2。stata中用于回归诊断的命令主要有：

[R] regression diagnostics . . . . . . . . . . . . Regression diagnostics (help regdiag, avplot, cprplot, imtest, lvr2plot, rvfplot, rvpplot, ovtest, hettest, dfbeta, vif)

3。 网上有很多事例，都是针对某一个课本进行的：

Example . . . . . . . . . . . . . . . Stata web books: Regression with Stata . . Chen, Ender, Mitchell & Wells (UCLA Academic Technology Services) 3/04 web book Regression with Stata by (in alphabetical order) Xiao Chen, Philip B. Ender, Michael Mitchell & Christine Wells http://www.ats.ucla.edu/stat/stata/webbooks/reg/

Example . . . . Textbook examples: Applied Logistic Regression (2nd Edition) . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 1/05 examples from the book Applied Logistic Regression (2nd Edition) by David Hosmer and Stanley Lemeshow http://www.ats.ucla.edu/stat/stata/examples/alr2/

Example . . . Applied Regression Analysis, Linear Models, and Related Methods . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 11/04 examples from the book Applied Regression Analysis, Linear Models, and Related Methods by John Fox http://www.ats.ucla.edu/stat/stata/examples/ara/

Example . . Regression Models for Categorical and Limited Dependent Variables . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 10/04 examples from the book Regression Models for Categorical and Limited Dependent Variable by J. Scott Long http://www.ats.ucla.edu/stat/stata/examples/long/

Example . . . . . . . Textbook Examples: Econometric Analysis, Fourth Edition . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 8/04 examples from the book Econometric Analysis, Fourth Edition by William Greene http://www.ats.ucla.edu/stat/examples/greene/

Example . . . . . Textbook: Econometric Analysis of Cross Section & Panel Data . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 7/04 examples from the book Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge http://www.ats.ucla.edu/stat/examples/eacspd/

Example . . Textbook examples: Computer-Aided Multivariate Analysis, Fourth Ed . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 4/04 examples from the book Computer-Aided Multivariate Analysis, 4th Edition by A. A. Afifi, V. Clark and S. May http://www.ats.ucla.edu/stat/stata/examples/cama4/

Example . Applied Longitudinal Data Anal.: Modeling Change & Event Occurrence . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 4/04 examples from the book Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence by Judith D. Singer and John B. Willett http://www.ats.ucla.edu/stat/examples/alda/

Example . . . . . . . . . . . Textbook examples: Sampling: Design and Analysis . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 3/04 examples from the book Sampling: Design and Analysis by Sharon L. Lohr http://www.ats.ucla.edu/stat/stata/examples/lohr/

Example . Practical Methods for Design & Analysis of Complex Surveys, 2nd Ed. . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 3/04 examples from the book Practical Methods for Design & Analysis of Complex Surveys, Second Edition by Risto Lehtonen and Erkki Pahkinen http://www.ats.ucla.edu/stat/stata/examples/svy_pmdacs/

Example . . . Textbook examples: An Introduction to Categorical Data Analysis . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 2/04 examples from the book An Introduction to Categorical Data Analysis by Alan Agresti http://www.ats.ucla.edu/stat/examples/icda/

Example . Textbook examples: Applied Linear Statistical Models, Fourth Edition . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 8/03 examples from the book Applied Linear Statistical Models, 4th Edition by Michael H. Kutner, Christopher J. Nachtsheim, John Neter, and William Wasserman http://www.ats.ucla.edu/stat/examples/alsm/

Example . . . . . . . . . . . . . Textbook examples: Regression with Graphics . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 11/02 examples from the book Regression with Graphics by Lawrence Hamilton http://www.ats.ucla.edu/stat/examples/rwg/

Example . . . Textbook examples: Introductory Econometrics: A Modern Approach . . Oleksandr Talavera (Boston College Grad. Stat. Assistant Program) 11/02 examples from the book Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge http://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge.html

Example . . . . . . . . . . . . . . . . . . . . . . . . . . Stata Starter Kit . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 2/05 classroom notes, textbook examples, learning modules, and links to FAQs for Stata and basic statistics http://www.ats.ucla.edu/stat/stata/sk/

Could someone explain me how to deal with the endogenous regressors?

I have heard dynamic panel data methods are useful when the regressors are lagged endegenous variables. In this case, GMM is often used.

If so, is it necessary to choose an IV while using GMM?? And how to test this IV is good or not?

BTW, could someone give an example for how to use the command of xtabond2?

Many thanks!