在此附上命令
forvalues i = 1/500{
use "F:\安慰剂\0710.dta",clear
xtset code year
keep if year==2010
sample 1047,count
keep code
save matchcity.dta,replace
merge 1:m code using "F:\安慰剂\0710.dta"
gen treat=(_merge ==3)
save "F:\安慰剂\matchcity`i'.dta",replace
use "F:\安慰剂\0710.dta",clear
bsample 1, strata(code)
keep year
save "F:\安慰剂\matchyear.dta", replace
mkmat year, matrix(sampleyear)
use "F:\安慰剂\matchcity`i'.dta",replace
xtset code year
gen Time=0
foreach j of numlist 1/1379{
replace Time = 1 if (code == `j' & year >= sampleyear[`j',1])
}
gen Did=Time*treat
reghdfe dig Did lnasset lnage leverage ROA roe cashflow growth xsqjfyl Top1 HHIA ,absorb(code year) vce(cluster hangyedaima#year )
mat b[`i',1] = _b[Did]
mat se[`i',1] = _se[Did]
scalar df_r = e(N) - e(df_m) -1
mat p[`i',1] = 2*ttail(df_r,abs(_b[Did]/_se[Did]))
}