xtset 变量1 变量2

表示定义的第一个变量是截面变量  第二个变量是时间变量

I think you must go to the help site of Stata, http://www.stata.com/help.cgi?xtset.

Because the rule of command of Stata, you can't change the order of variables.

Th first variable must be a panel variable and numeric, not string.

If your first variable is string, you must change it to numeric.

The second variable must be a time variable like year, day.

I hope this information help you.