I have a question regarding SGMM. I have run the regression 'xtabond2 gdpg lgdpg d pop educ loginv, gmm(L2.(lgdpg d pop educ loginv), collapse) twostep robust nodiffsargan orthogonal' on stata to examine the relationship between public debt and economic growth (accounting for population, investment, and education) however, I have 111 instruments and so the Hargan/Sansen tests suggest the model is weakened by many instruments. I am unsure why this is and how to resolve the issue.
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