xtabond2做GMM，然而提示我lntfp dropped due to collinearity，lntfp是被解释变量，所以得到不到估计结果，毕业论文用的，比较急，求大神指点！附上命令和执行结果。
. xtabond2 lntfp lntfp L(0/1).lntfp lntransport lninformation lnenergy lntertiar
> y lnfdi lntrade lngovern lnhuman,gmm(lntfp,lag(1 2)) gmm(lntransport lninforma
> tion lnenergy,lag(0 1)) iv(lntertiary lnfdi lntrade lngovern lnhuman) nolevel
> twostep robust
Favoring space over speed. To switch, type or click on mata: mata set matafavor
> speed, perm.
lntfp dropped due to collinearity
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 difference GMM
------------------------------------------------------------------------------
Group variable: province                        Number of obs      =       338
Time variable : year                            Number of groups   =        30
Number of instruments = 149                     Obs per group: min =         1
Wald chi2(10) =      0.00                                      avg =     11.27
Prob > chi2   =     1.000                                      max =        18
-------------------------------------------------------------------------------
              |              Corrected
        lntfp |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
--------------+----------------------------------------------------------------
        lntfp |
          --. |          0  (omitted)
          L1. |          0  (omitted)
              |
  lntransport |          0  (omitted)
lninformation |          0  (omitted)
     lnenergy |          0  (omitted)
   lntertiary |          0  (omitted)
        lnfdi |          0  (omitted)
      lntrade |          0  (omitted)
     lngovern |          0  (omitted)
      lnhuman |          0  (omitted)
-------------------------------------------------------------------------------
Instruments for first differences equation
  Standard
    D.(lntertiary lnfdi lntrade lngovern lnhuman)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    L(0/1).(lntransport lninformation lnenergy)
    L(1/2).lntfp
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z =  -2.06  Pr > z =  0.040
Arellano-Bond test for AR(2) in first differences: z =  -2.78  Pr > z =  0.005
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(139)  = 541.33  Prob > chi2 =  0.000
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(139)  =   0.00  Prob > chi2 =  1.000
  (Robust, but weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:
  gmm(lntfp, lag(1 2))
    Hansen test excluding group:     chi2(103)  =   0.00  Prob > chi2 =  1.000
    Difference (null H = exogenous): chi2(36)   =   0.00  Prob > chi2 =  1.000
  gmm(lntransport lninformation lnenergy, lag(0 1))
    Hansen test excluding group:     chi2(31)   =   0.00  Prob > chi2 =  1.000
    Difference (null H = exogenous): chi2(108)  =   0.00  Prob > chi2 =  1.000
  iv(lntertiary lnfdi lntrade lngovern lnhuman)
    Hansen test excluding group:     chi2(134)  =   0.00  Prob > chi2 =  1.000
    Difference (null H = exogenous): chi2(5)    =   0.00  Prob > chi2 =  1.000