昏倒…您是问这个阿？
那个看帮助文件的例子就好了阿！

Fisher-type test based on ADF tests with 3 lags, allowing for a drift term in each panel

xtunitroot fisher lnrxrate, dfuller lags(3) drift

好的 谢谢了哈

再请问一下，那个滞后阶数lags应该怎么确定呢？

Supose you have a variable (lnrxrate) in the file (pennxrate)
to do panel unit root on stata
just type on the command:

. webuse pennxrate

. xtset id year
       panel variable:  id (strongly balanced)
        time variable:  year, 1970 to 2003
                delta:  1 unit

. xtunitroot fisher lnrxrate, dfuller lags(3) drift

Fisher-type unit-root test for lnrxrate
Based on augmented Dickey-Fuller tests
---------------------------------------
Ho: All panels contain unit roots           Number of panels  =    151
Ha: At least one panel is stationary        Number of periods =     34

AR parameter: Panel-specific                Asymptotics: T -> Infinity
Panel means:  Included
Time trend:   Not included
Drift term:   Included                      ADF regressions: 3 lags
------------------------------------------------------------------------------
                                  Statistic      p-value
------------------------------------------------------------------------------
Inverse chi-squared(302)  P       916.1451       0.0000
Inverse normal            Z       -18.8512       0.0000
Inverse logit t(759)      L*      -19.5571       0.0000
Modified inv. chi-squared Pm       24.9892       0.0000
------------------------------------------------------------------------------
P statistic requires number of panels to be finite.
Other statistics are suitable for finite or infinite number of panels.
------------------------------------------------------------------------------

My best Regards

You are very good helper