Using Stata for Principles of Econometrics,  by Lee C. Adkins and R. Carter Hill
这本书上的did的例子就是面板数据的
论坛上有Principles of Econometrics和using stata for Principles of Econometrics这两本书，下载看看

下面是改章节的例子的do文件
http://www.principlesofeconometr ... 4do_files/chap07.do

谢谢！