Give for me an advice on my system GMM twosteps code, please

[Khue Truong]

hi everyone, i'm doing my graduate thesis. My data is panel data, my model have lag dependent variables, so i used system GMM 2 steps to deal with endogenous variable problems.
My model include:
dependent variables: roa
explanatory variables: l.(capital, liquidity, size, owner, hhi divszhhi)
macro variables: grgdp, inf

I have used xtabond2 code:

xtabond2 roa l.roa l.hhi l.divszhhi l.size l.owner l.capital l.liquidity l.grgdp l.inf y_*, noconstant gmm(l.roa, lag(5 5)) iv(l.hhi l.liquidity l.divszhhi l.owner l.size l.capital l.grgdp l.inf y_*) twostep robust orthogonal small

However, my model is not significant though i have tried many time by change lag(# #) or add some endogenous variables.
I still dont know why and what i need to change. So, hope that you can help me!
Thank you!

[Khue Truong]

please help me! i have tried a lot of times but there are nothing significant