Dear Statalist member,

I am using stata 15 to run gmm using xtabond2 command but it kept on bringing error. The panel dataset is weakly balanced,

Kindly see my specified command and error message below:

xtabond2 zcstunt wa_i sex_c cageN childrenumber religion edulevel lifesatisf race wv*, gmm(edulevel hhsize
> childrenumber, lag (1 .) collapse) gmm(wa_i lifesatisf, lag(2 .)collapse) gmm(lhhincome race, eq(level) p l
> ag(2 .)) iv(wv*, eq(level)) robust

Favoring speed over space. To switch, type or click on mata: mata set matafavor space, perm.
wv4 dropped due to collinearity
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

The result display: estimates post: matrix has missing values. I have recheck the dataset and I don't think there is missing.

Please, what do I need to do? Thanks in anticipation of a favourable response.