Hi,

I am running system gmm to identify the impact of size of bank, asset, profit and interest margin on non-performing assets. I am using xtabond2 command for the same and getting the same error r(2000). The command is xtabond2 npa l.npa size asset profit interestmargin year*, gmm(l.npa, lag(1 2) collapse) iv(ize asset profit interestmargin year*, equation(level)) nodiffsargan twostep robust orthogonal small.

Please help. ​​​​​​​