xtabond2 booklever lagbooklever_fd2 lagbooklever_fd lagbooklever laggrowth lagppe lagprofit lagvar lagsize lagunique la
> gshield lagmean_ml, gmmstyle(lagbooklever_fd2 lagbooklever_fd lagbooklever) ivstyle(laggrowth lagppe lagprofit lagvar l
> agsize lagunique lagshield lagmean_ml) twostep robust small
Favoring speed over space. To switch, type or click on mata: mata set matafavor space, perm.
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
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Group variable: stkcd                           Number of obs      =      2478
Time variable : trdynt                          Number of groups   =       546
Number of instruments = 141                     Obs per group: min =         1
F(11, 545)    =    102.05                                      avg =      4.54
Prob > F      =     0.000                                      max =         9
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             |              Corrected
   booklever |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
lagbooklev~2 |  -.4242184   .1917901    -2.21   0.027    -.8009567   -.0474802
lagbooklev~d |   .1862471   .0784806     2.37   0.018     .0320856    .3404086
lagbooklever |   .8010709   .0448344    17.87   0.000     .7130016    .8891402
   laggrowth |  -.0070225   .0049706    -1.41   0.158    -.0167863    .0027414
      lagppe |   .0772451   .0212869     3.63   0.000     .0354307    .1190594
   lagprofit |   .1792112   .0724134     2.47   0.014     .0369676    .3214548
      lagvar |   .0389165   .1106138     0.35   0.725     -.178365    .2561981
     lagsize |   -.009736   .0039505    -2.46   0.014     -.017496    -.001976
   lagunique |  -.0555462   .0367504    -1.51   0.131     -.127736    .0166437
   lagshield |  -.6006677   .2181873    -2.75   0.006    -1.029259   -.1720765
  lagmean_ml |   -.017447   .0461081    -0.38   0.705    -.1080184    .0731244
       _cons |   .2596013   .0797927     3.25   0.001     .1028624    .4163402
------------------------------------------------------------------------------
Instruments for first differences equation
  Standard
    D.(laggrowth lagppe lagprofit lagvar lagsize lagunique lagshield
    lagmean_ml)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    L(1/.).(lagbooklever_fd2 lagbooklever_fd lagbooklever)
Instruments for levels equation
  Standard
    _cons
    laggrowth lagppe lagprofit lagvar lagsize lagunique lagshield lagmean_ml
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    D.(lagbooklever_fd2 lagbooklever_fd lagbooklever)
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z =  -9.06  Pr > z =  0.000
Arellano-Bond test for AR(2) in first differences: z =   0.05  Pr > z =  0.957
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Sargan test of overid. restrictions: chi2(129)  = 293.69  Prob > chi2 =  0.000
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(129)  = 174.89  Prob > chi2 =  0.004  
(Robust, but can be weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:
  GMM instruments for levels
    Hansen test excluding group:     chi2(105)  = 139.10  Prob > chi2 =  0.015
    Difference (null H = exogenous): chi2(24)   =  35.78  Prob > chi2 =  0.058

  iv(laggrowth lagppe lagprofit lagvar lagsize lagunique lagshield lagmean_ml)
    Hansen test excluding group:     chi2(121)  = 162.86  Prob > chi2 =  0.007
    Difference (null H = exogenous): chi2(8)    =  12.02  Prob > chi2 =  0.150




问题：
Sargan test of overid. restrictions: chi2(129)  = 293.69  Prob > chi2 =  0.000
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(129)  = 174.89  Prob > chi2 =  0.004  
(Robust, but can be weakened by many instruments.)


Difference-in-Hansen tests of exogeneity of instrument subsets:
  GMM instruments for levels
    Hansen test excluding group:     chi2(105)  = 139.10  Prob > chi2 =  0.015
    Difference (null H = exogenous): chi2(24)   = 35.78  Prob > chi2 =  0.058


  iv(laggrowth lagppe lagprofit lagvar lagsize lagunique lagshield lagmean_ml)
    Hansen test excluding group:     chi2(121)  = 162.86  Prob > chi2 =  0.007
    Difference (null H = exogenous): chi2(8)    =  12.02  Prob > chi2 =  0.150

（1）这三块检验量（红绿蓝）分别用来说明什么，特别是下面两部分（绿色那块和蓝色那块）
（2）（绿色那块和蓝色那块中的）Hansen test excluding group和Difference (null H = exogenous)有什么区别，
（3）139.10+35.78＝162.86+12.02＝174.89；105+24＝121+8＝129

详细点啊，谢谢了，如果不想打字，通过信箱告诉我其它的联系方式，我直接问你，上面的金钱也会直接给你