或者能解决这种问题的办法。用了两台不同的电脑跑都不行。代码如下：* 行业竞争度低(HHI高于中位数)reghdfe TFP_LP digi $xlist if HHI ==1, absorb(Year Stkcd Province)
outreg2 using heterogeneity.xls, replace tstat bdec(3) tdec(2) e(r2_a,F) addtext(Stkcd FE, YES, Year FE, YES, Prov FE, YES)
* 行业竞争度高(HHI低于或等于中位数)
reghdfe TFP_LP digi $xlist if HHI ==0, absorb(Year Stkcd Province)
outreg2 using heterogeneity.xls, append tstat bdec(3) tdec(2) e(r2_a,F) addtext(Stkcd FE, YES, Year FE, YES, Prov FE, YES)

reghdfe TFP_OLS digi $xlist if HHI ==1, absorb(Year Stkcd Province)
outreg2 using heterogeneity.xls, append tstat bdec(3) tdec(2) e(r2_a,F) addtext(Stkcd FE, YES, Year FE, YES, Prov FE, YES)

reghdfe TFP_OLS digi $xlist if HHI ==0, absorb(Year Stkcd Province)
outreg2 using heterogeneity.xls, append tstat bdec(3) tdec(2) e(r2_a,F) addtext(Stkcd FE, YES, Year FE, YES, Prov FE, YES)

* 使用 suest 命令比较行业竞争度高低的差异
global xlist "ln_Asset Age SOE Top10 Indep Bsize Dual ROA liqui Lev"

reg TFP_LP digi $xlist i.Stkcd i.Year if HHI ==1
est store m1

reg TFP_LP digi $xlist i.Stkcd i.Year if HHI ==0
est store m2

suest m1 m2
test [m1_mean]digi = [m2_mean]digi

reg TFP_OLS digi $xlist ib1.Stkcd i.Year if HHI > `HHI_median'
est store m3

reg TFP_OLS digi $xlist ib1.Stkcd i.Year if HHI <= `HHI_median'
est store m4

suest m3 m4
test [m3_mean]digi = [m4_mean]digi