Hello!
I would like to get a support on my results from estimating GMM with xtabond2 in which the problem i suppose it seems to be like it has been exposed:
Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm.
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 robust weighting matrix for Hansen test.
Difference-in-Sargan/Hansen statistics may be negative.
estimates post: matrix has missing values
stata(): 3598 Stata returned error
xtabond2_mata(): - function returned error
<istmt>: - function returned error
r(3598);
A support please, thankyou!