如楼上所说，如果是多重共线性的话输出里会明确写明。如果输出里没有什么特别的信息（或者你没看到什么特别的信息），那你就得把命令和输出完整的贴出来我们才能帮你看。这个问题猜是没有用的。

xtabond2 lc l.lc car lna roaa blr risk cti gdpr m2r,gmm(lc car lna roaa blr risk cti gdpr m2r,lag(0 3)) iv(lna roaa blr risk cti gdpr m2r)
> small twostep
Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm.
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 optimal weighting matrix for two-step estimation.
  Difference-in-Sargan/Hansen statistics may be negative.

Dynamic panel-data estimation, two-step system GMM
------------------------------------------------------------------------------
Group variable: bank                            Number of obs      =        43
Time variable : year                            Number of groups   =         5
Number of instruments = 43                      Obs per group: min =         7
F(9, 4)       =   6016.15                                      avg =      8.60
Prob > F      =     0.000                                      max =         9
------------------------------------------------------------------------------
          lc |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          lc |
         L1. |          0  (omitted)
             |
         car |          0  (omitted)
         lna |   .0240605   .0091892     2.62   0.059    -.0014527    .0495737
        roaa |          0  (omitted)
         blr |   .0423501    .025472     1.66   0.172    -.0283716    .1130719
        risk |          0  (omitted)
         cti |  -.0104181   .0087792    -1.19   0.301     -.034793    .0139567
        gdpr |   .0062888   .0072038     0.87   0.432    -.0137122    .0262898
         m2r |   .0108716   .0039916     2.72   0.053    -.0002109    .0219541
       _cons |          0  (omitted)
------------------------------------------------------------------------------
Warning: Uncorrected two-step standard errors are unreliable.

Instruments for first differences equation
  Standard
    D.(lna roaa blr risk cti gdpr m2r)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    L(0/3).(lc car lna roaa blr risk cti gdpr m2r)
Instruments for levels equation
  Standard
    lna roaa blr risk cti gdpr m2r
    _cons
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    DL.(lc car lna roaa blr risk cti gdpr m2r)
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z =  -0.23  Pr > z =  0.815
Arellano-Bond test for AR(2) in first differences: z =   0.50  Pr > z =  0.617
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(33)   =  47.80  Prob > chi2 =  0.046
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(33)   =   0.00  Prob > chi2 =  1.000
  (Robust, but weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:
  GMM instruments for levels
    Hansen test excluding group:     chi2(26)   =   0.00  Prob > chi2 =  1.000
    Difference (null H = exogenous): chi2(7)    =   0.00  Prob > chi2 =  1.000
  iv(lna roaa blr risk cti gdpr m2r)
    Hansen test excluding group:     chi2(30)   =   0.00  Prob > chi2 =  1.000
    Difference (null H = exogenous): chi2(3)    =   0.00  Prob > chi2 =  1.000
我的回归结果是这样的呢，麻烦您帮忙看一下问题时出在哪里呢，谢谢呢

看上去像是是样本量太小了？xtabond2命令我不是很熟悉。

你的问题解决了吗？

命令后面加r

你好，可以具体说一下嘛