ereturn list*查看ar1,ar2,hansen,sargen对应的统计量
outreg2 [gmm01] ///
using "k020.doc",  ///
word stats(coef tstat) replace bdec(4) tdec(2) ///
addstat(sargan , e(sargan),hansen,e(hansen),ar1,e(ar1),ar2,e(ar2))

请 help outreg2！

您好，如果您的求助没有解决，请到项目交易发布需求，会有更快更专业的用户帮助您 https://bbs.pinggu.org/prj/

您好，如果您的求助没有解决，请到项目交易发布需求，会有更快更专业的用户帮助您 https://bbs.pinggu.org/prj/

黄老师，向请教一下，AR（2）通不过检验怎么办？  结果如下
Dynamic panel-data estimation, two-step system GMM
------------------------------------------------------------------------------
Group variable: city1                           Number of obs      =       550
Time variable : year                            Number of groups   =       110
Number of instruments = 35                      Obs per group: min =         5
Wald chi2(6)  =    468.20                                      avg =      5.00
Prob > chi2   =     0.000                                      max =         5
------------------------------------------------------------------------------
             |              Corrected
           Y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
           Y |
         L1. |  -1.214392   .6767344    -1.79   0.073    -2.540767    .1119832
             |
       LYLeh |   2.052827    .660025     3.11   0.002     .7592015    3.346452
         Leh |   .6847425   .3127847     2.19   0.029     .0716958    1.297789
     ZDisGRP |   .2298734   .1138499     2.02   0.043     .0067318    .4530151
     ZDisFCU |   -.022533   .0765816    -0.29   0.769    -.1726302    .1275642
        ZGOV |   .0001547   .0456039     0.00   0.997    -.0892272    .0895367
       _cons |  -.6338766   .2343387    -2.70   0.007    -1.093172   -.1745812
------------------------------------------------------------------------------
Instruments for first differences equation
  Standard
    D.(ZDisGRP ZDisFCU ZGOV)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    L2.LYLeh
    L(1/2).Leh
    L(1/2).Y
Instruments for levels equation
  Standard
    ZDisGRP ZDisFCU ZGOV
    _cons
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    DL.LYLeh
    D.Leh
    D.Y
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z =  -2.05  Pr > z =  0.040
Arellano-Bond test for AR(2) in first differences: z =   1.70  Pr > z =  0.089
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(28)   = 434.12  Prob > chi2 =  0.000
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(28)   =  35.72  Prob > chi2 =  0.150
  (Robust, but weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:
  GMM instruments for levels
    Hansen test excluding group:     chi2(16)   =  23.36  Prob > chi2 =  0.105
    Difference (null H = exogenous): chi2(12)   =  12.36  Prob > chi2 =  0.417
  gmm(Y, lag(1 2))
    Hansen test excluding group:     chi2(15)   =  20.34  Prob > chi2 =  0.159
    Difference (null H = exogenous): chi2(13)   =  15.38  Prob > chi2 =  0.284
  gmm(Leh, lag(1 2))
    Hansen test excluding group:     chi2(16)   =  26.17  Prob > chi2 =  0.052
    Difference (null H = exogenous): chi2(12)   =   9.55  Prob > chi2 =  0.656
  gmm(LYLeh, lag(2 2))
    Hansen test excluding group:     chi2(22)   =  31.70  Prob > chi2 =  0.083
    Difference (null H = exogenous): chi2(6)    =   4.02  Prob > chi2 =  0.675
  iv(ZDisGRP ZDisFCU ZGOV)
    Hansen test excluding group:     chi2(25)   =  34.07  Prob > chi2 =  0.106
    Difference (null H = exogenous): chi2(3)    =   1.65  Prob > chi2 =  0.649


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