去搜索下连玉君老师的xtbalance命令，这个可以将非平衡面板处理成平衡的。

help for xtbalance                                                     version 2.01, by Lian Yu-Jun


Trans the dataset into balance Panel Data

xtbalance, range(numlist) [ miss(varlist) ]

You must tsset your data before using xtbalance; see help tsset.


Description

xtbalance Trans the unbalanced Panel Data into balanced Panel Data with sample range
specified by option range.


Options

range(numlist) specifies sample range to be transfored.  numlist must be two integers and
specified in ascending order.

miss(varlist) forces to drop the observations if any one of the variable in varlist has
missing value.


Examples

. help xtbalance

. xtbalance , range(1998 2005)

. xtbalance , range(1998 2005) miss(invest market)

. xtbalance , rang(1978 1982) miss(_all)


For problems and suggestions


Author: Yujun,Lian (Arlion) Department of Finance, Lingnan College, Sun Yat-Sen University.
E-mail: arlionn@163.com.
Blog: http://blog.cnfol.com/arlion.

这是我输入xtbalance, rang(2010 2012) miss(_all)后得到的结果，所有的观察值都被删除了
这是我输入xtbalance, rang(2010 2012)后得到的结果，所有的观察值都被删除了
这是我输入xtbalance, rang(2010 2012) miss(gender)后得到的结果，所有的观察值也都被删除了

请问我的错误是在哪呢？谢谢！

遇到同样的问题，我怀疑是cfps数据的问题啊

呵呵，是的