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st: System dynamic panel data estimation missing results


From   amy peggy <amy_peggy@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: System dynamic panel data estimation missing results
Date   Thu, 10 Sep 2009 11:29:17 +0800

Dear Stata users,

After I run Arellano-Bond dynamic panel-data estimation or System
dynamic panel data estimation, the sargan results, AR1 or AR2 results
doesn't show up / not available at all.
below is the result I got:


Arellano-Bond dynamic panel-data estimation  Number of obs         =       135
Group variable: firm                         Number of groups      =        23
Time variable: year
                                             Obs per group:    min =         3
                                                               avg =  5.869565
                                                               max =         6

Number of instruments =     26               Wald chi2(5)          =     19.77
                                             Prob > chi2           =    0.0014
One-step results
------------------------------------------------------------------------------
         roa |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         roa |
         L1. |    .371731    .095579     3.89   0.000     .1843997    .5590623
        size |  -.0459726   .0253226    -1.82   0.069     -.095604    .0036588
    loanloss |  -.0539691   .1073562    -0.50   0.615    -.2643833    .1564451
         age |   .0104948   .0117713     0.89   0.373    -.0125764    .0335661
        rgdp |  -1.85e-07   3.76e-07    -0.49   0.622    -9.21e-07    5.51e-07
       _cons |   .2696662   .4181512     0.64   0.519     -.549895    1.089227
------------------------------------------------------------------------------
Instruments for differenced equation
        GMM-type: L(2/.).roa
        Standard: D.size D.loanloss D.age D.rgdp
Instruments for level equation
        Standard: _cons

.

so, refer to the above table results, it shows all those instruments
for differenced equation which suppose to be sargan, AR1/AR2 results.

Pls advise and help me how to get the results.


 Thank you very much.

regards,
Amy

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