你的把命令全写出来

别人才能知道可能问题在哪里
只写一个xtivreg2   不行

1. 不好意思，我误解了 (我以为你是"动态"面板资料模型)。2. 重点是跑完 xtivreg2 后，

drop if lta==.
drop if fta==.
drop if Noninterestincomeoperating==.
drop if Totalassetgrowth==.
drop if Wholesalefundingtotalfundin==.
drop if lnta==.
drop if hhia==.
drop if lnzscore==.
drop if lerner==.
tabulate year, generate (year)
reg lnzscore lerner hhia lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 , vce (cluster Indexnumber)
reg lnzscore  lerner lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 , vce (cluster Indexnumber)

xtset Indexnumber year
xtivreg2 lnzscore  hhia lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 (lerner =bankingfreedom Depthofcreditinformationind Inflation  ), fe gmm2s robust
xtivreg2  lnzscore lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 (lerner=bankingfreedom Depthofcreditinformationind Inflation  ), fe gmm2s  robust
xtivreg2 lnzscore hhia fta lnta Wholesalefundingtotalfundin  Noninterestincomeoperating  year2-year5 (lerner  =bankingfreedom Depthofcreditinformationind Inflation  ),fe gmm2s robust
xtivreg2 Equitytotalassets hhia lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 (lerner  =bankingfreedom Depthofcreditinformationind Inflation  ),fe gmm2s robust

老师 这是我的code 您看看哪里有问题吗

drop if lta==.
drop if fta==.
drop if Noninterestincomeoperating==.
drop if Totalassetgrowth==.
drop if Wholesalefundingtotalfundin==.
drop if lnta==.
drop if hhia==.
drop if lnzscore==.
drop if lerner==.
tabulate year, generate (year)
reg lnzscore lerner hhia lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 , vce (cluster Indexnumber)
reg lnzscore  lerner lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 , vce (cluster Indexnumber)

xtset Indexnumber year
xtivreg2 lnzscore  hhia lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 (lerner =bankingfreedom Depthofcreditinformationind Inflation  ), fe gmm2s robust
xtivreg2  lnzscore lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 (lerner=bankingfreedom Depthofcreditinformationind Inflation  ), fe gmm2s  robust
xtivreg2 lnzscore hhia fta lnta Wholesalefundingtotalfundin  Noninterestincomeoperating  year2-year5 (lerner  =bankingfreedom Depthofcreditinformationind Inflation  ),fe gmm2s robust
xtivreg2 Equitytotalassets hhia lta fta lnta Wholesalefundingtotalfundin Totalassetgrowth Noninterestincomeoperating  year2-year5 (lerner  =bankingfreedom Depthofcreditinformationind Inflation  ),fe gmm2s robust

老师 这是我的code 麻烦您看一下，为什么运行出来 OLS的observation比GMM的要多

你把用的数据的描述统计结果报告出来

命令目前看不出问题

老师您好 我发现output上显示：Warning - singleton groups detected.  682 observation(s) not used. 这可能是GMM观察值较少的原因。 请问怎么解释情况呢？

1. 这我不确定定。2. 会不会 bankingfreedom Depthofcreditinformationind Inflation 等有 missing values？