https://bbs.pinggu.org/thread-893513-1-1.html
*设原始数据库中有且只有变量y1、y2、x1、x2、x3、x4、x5、x6。
g c=1
expand 2
foreach v of var y1-c{
g `v'1=(_n<_N/2+1)*`v'
g `v'2=(_n>_N/2)*`v'
}
reg3 (ay:y11 x11 x21 x31 c1,noc) (ax:x11 y11 x41 x51 x61 c1,noc) (by:y22 x12 x22 x32 c2,noc) (bx:x12 y22 x42 x52 x62 c2,noc), 3sls
test _b[ay:x11]=_b[by:x12]
test _b[ax:y11]=_b[bx:y22]