//say, there are 10 observations in your data set, with variables, year, x1, x2
clear
set obs 10
gen year=2000
gen x1=1
gen x2=2
save yourdata,replace

//we create empty data sets from 2003 to 2005
forval year=2003/2005 {
clear
set obs 10
gen year=`year'
save temp`year',replace
}

//append them all together
use temp2003, clear
forval year=2004/2005 {
append using temp`year'
erase temp`year'.dta
}

//append with your data set
append using yourdata
erase yourdata.dta

sort year

l

*设原先有6000观测值（平衡面板）
set ob 10000
replace year=mod(_n,4)+1999 if year==.
bys year (id): replace id=_n if id==.
sort id year

谢谢各位热心大侠