Your question is too general to get the correct answer, I think.

Firstly, you may go to the website such as http://dss.princeton.edu/online_help/analysis/panel.htm

You can have an idea or hint to get panel data analysis using Stata, but it also may be general.

So you must have an econometric textbook using Stata. I recommend Baum's book : An Introduction to Modern Econometrics Using Stata(Stata Corporation). And if you have some time, web searching to "panel data analysis stata" help more information or materials to study the method of panel data analysis.

I hope this will be a good answer.

(p.s. I can't write Chinese, so I use English.)