请问xtabond2 做system gmm有没有啥调试技巧，ar(1)和ar(2)都通过了，但是就是Hansen通不过，越调试越差，该怎么办?e.g
lag (0 2)               
Arellano-Bond test for AR(1) in first differences: z =  -5.04  Pr > z        =        0.000
Arellano-Bond test for AR(2) in first differences: z =   1.03  Pr > z        =        0.305
               
Sargan test of overid. restrictions: chi2(17)   =18410.58 Prob > chi2        =        0.000
(Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(17)   = 207.47  Prob > chi2        =        0.000
(Robust, but weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:
GMM instruments for levels
Hansen test excluding group:     chi2(6)    =  35.65  Prob > chi2        =        0.000
Difference (null H = exogenous): chi2(11)   = 171.83  Prob > chi2        =        0.000