Dear all,
I just installed stata 16 IC and subsequently installed xtabond2 command. However, I often get error feedback from for a all the countless number of times I tried xtbond2 command. The following is the code and the error.

Code

xtabond2 imr l.imr gdp hegdp acces felr ge, ///gmm(l.imr,collapse) iv(gdp hegdp acces felr ge,) ///nodiffsargan noleveleq twostep robust orthogonal small


Error:

xtabond2 imr l.imr gdp hegdp acces felr ge, ///
Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm.
/ / / invalid.r(198);

gmm(l.imr,collapse) iv(gdp hegdp acces felr ge,) ///
note: no parameters in equation 1
matrix __00000A not found
r(111);

nodiffsargan noleveleq twostep robust orthogonal small
command nodiffsargan is unrecognized
r(199);

I often get errors like nodiffsargan is unrecognized, twostep/onestep is unrecognized, robust, orthogonal is unrecognized, no paremeter in equation 1, factor variables may not contain noninteger values etc. Is it the case that I need to install other softwares to be able to use xtabond2? If so, what is it? Please, help me out. I am really confused. Thanks so much.