这个问题好像没有人回答，真的不知道怎么办好呀

The Stata Journal (2005)
5, Number 2, pp. 202–207

Estimation and testing of fixed-effect
panel-data systems

J. Lloyd Blackwell, III
Department of Economics
University of North Dakota

Abstract. This paper describes how to specify, estimate, and test multipleequation,
fixed-effect, panel-data equations in Stata. By specifying the system of
equations as seemingly unrelated regressions, Stata panel-data procedures worked
seamlessly for estimation and testing of individual variable coefficients, but additional
routines using test were needed for testing of individual equations and
differences between equations.
Keywords: st0084, panel data, fixed effect, multiple equations, seemingly unrelated
regressions, heteroskedasticity, autocorrelation, contemporaneous correlation, tests
of linear combinations

stata journal 这里有

https://bbs.pinggu.org/thread-188730-1-1.html