各位大牛,我用的xtabond2命令分别出现了一下两个warning,我看了一下论坛里好多帖子贴出的结果都有,是不是不影响结果呢?Warning: Number of instruments may be large relative to number of observations.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.