你没有看看帮助吗。

    Setup
        . webuse abdata

    First-differenced estimator
        . xtivreg n l2.n l(0/1).w l(0/2).(k ys) yr1981-yr1984 (l.n = l3.n), fd

    -------------------------------------------------------------------------------------------------------
    Setup
        . webuse nlswork
        . generate age2 = age^2

    Fixed-effects model
        . xtivreg ln_w age* not_smsa (tenure = union south), fe

    GLS random-effects model
        . generate byte black = (race==2)
        . xtivreg ln_w age* not_smsa black (tenure = union birth south), re

看了,但是有些地方还是搞不懂,我再看一下.

另外为什么我用这个命令却出现这样的结果:

. egen i, gen(dumy)
invalid syntax
r(198);
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没有你那个命令吧

tab i,gen(dumy)