i used the command : xtabond2 newgbd demgti index2 icg2 roe lev fsize fage, gmm(l.newgbd) iv(l.emi_01 l.demgti, equation (level)) twostep nodiffsargan small
is there a way to improve the values of AR2 and Sargan test? or can we have any justification for this?