Hi all,

I'm estimating a model with the xtabond command, and when I run the post-estimation command "estat abond" I get the error message:

artests not computed for one-step system estimator with vce(gmm)

If I run the same model with the "vce(robust)" or the "two-step" gmm options, it generates an abond test result no problem. I've read through the help files, but can't find a reason that Stata shouldn't be generating a result. Can anyone shed any light on this? Syntax below. Thanks a bunch! Syntax below. I'm using Stata 15.
Code:
xtabond var1 var2 var3 var4, endog(var5, lagstr(1,4)) artest(2) maxlag(4) maxldep(4) vce(gmm)
estat abond