假设东部省份有A B C，西部省份有D E F，省份标识变量为Pro
g East = 0
foreach i in A B C{
  replace East = 1 if Pro == `i'
}
xtreg y did Controls i.year if East == 1, fe r
outreg2 using 异质性分析.doc,replace tstat bdec(4) tdec(4) adec(4) adjr2 rdec(4) ctitle(East) addtext(Control, YES, Company FE, YES,Year FE, YES) keep(did)
xtreg y did Controls i.year if East == 0, fe r
outreg2 using 异质性分析.doc,append tstat bdec(4) tdec(4) adec(4) adjr2 rdec(4) ctitle(West) addtext(Control, YES, Company FE, YES,Year FE, YES) keep(did)

感谢，我先试试操作