模型：lnFDIijt = α0 + α1ln FDIijt-1 + α2 lniprjt + α3ln ima + α4 lndis + α5ln pop + α6lnex + α7lngdp +ηj+λt+εijt
被解释变量为对外直接投资，核心解释变量为知识产权保护指数（ipr），其他依次解释变量。
命令为：xtabond2 lfdi l.lfdi lipr lima ldis lpop lex lgdpp,twostep robust orthogonal gmmstyle(l.lfdi,laglimits(1 2)c) gmmstyle(lipr,laglimits(0 1)c) ivstyle(lima lpop ldis lex lgdpp)
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Group variable: id1                             Number of obs      =       194
Time variable : year                            Number of groups   =        24
Number of instruments = 12                      Obs per group: min =         4
Wald chi2(7)  =    183.72                                      avg =      8.08
Prob > chi2   =     0.000                                      max =        10
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             |              Corrected
       lfdi1 |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       lfdi1 |
         L1. |   .3224322    .139193     2.32   0.021     .0496189    .5952454
             |
        lipr |  -2.046173   .7105486    -2.88   0.004    -3.438822   -.6535232
        lima |   2.713465   1.128285     2.40   0.016     .5020677    4.924862
        ldis |  -.3985018   .3449718    -1.16   0.248    -1.074634    .2776305
        lpop |   .2695849   .1880322     1.43   0.152    -.0989516    .6381213
         lex |   .0555886   .0515167     1.08   0.281    -.0453823    .1565594
       lgdpp |   .2598726   .2565682     1.01   0.311    -.2429919    .7627371
       _cons |   6.854446    5.23677     1.31   0.191    -3.409435    17.11833
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Instruments for orthogonal deviations equation
  Standard
    FOD.(lima lpop ldis lex lgdpp)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    L(1/2).L.lfdi1 collapsed
    L(0/1).lipr collapsed
Instruments for levels equation
  Standard
    _cons
    lima lpop ldis lex lgdpp
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    D.L.lfdi1 collapsed
    DL.lipr collapsed
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Arellano-Bond test for AR(1) in first differences: z =  -3.04  Pr > z =  0.002
Arellano-Bond test for AR(2) in first differences: z =   1.31  Pr > z =  0.191
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Sargan test of overid. restrictions: chi2(4)    =   1.87  Prob > chi2 =  0.760
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(4)    =   0.73  Prob > chi2 =  0.947
  (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(2)    =   0.13  Prob > chi2 =  0.935
    Difference (null H = exogenous): chi2(2)    =   0.60  Prob > chi2 =  0.742
  gmm(L.lfdi1, collapse lag(1 2))
    Hansen test excluding group:     chi2(1)    =   0.18  Prob > chi2 =  0.671
    Difference (null H = exogenous): chi2(3)    =   0.55  Prob > chi2 =  0.907
  gmm(lipr, collapse lag(0 1))
    Hansen test excluding group:     chi2(1)    =   0.05  Prob > chi2 =  0.832
    Difference (null H = exogenous): chi2(3)    =   0.69  Prob > chi2 =  0.876

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end of do-file
想请问一下哪错啦，超级感谢！