问题一已经解决了……我用bysort id:gen t=_n，然后xtset id t就不会出现这种情况了，求大神回答问题二……

已经解决了，还是连帮主牛逼，我按照这个帖子的答复照葫芦画瓢搞定了：https://bbs.pinggu.org/thread-1290989-1-1.html
qui{
    cap drop vc*
    egen vc = sd(RI) if year>1979&year<1982,by(id) //生成1980-1981年的标准差
      replace vc =0 if year!=1981 // 当年份不为1981年时取值为0
    egen vc1= sd(RI) if year>1980&year<1983,by(id)
      replace vc1 =0 if year!=1982
    egen vc2= sd(RI) if year>1981&year<1984,by(id)
      replace vc2 =0 if year!=1983
    egen vc3 = sd(RI) if year>1982&year<1985,by(id)
      replace vc3 =0 if year!=1984
    egen vc4= sd(RI) if year>1983&year<1986,by(id)
      replace vc4 =0 if year!=1985
    egen vc5= sd(RI) if year>1984&year<1987,by(id)
      replace vc5 =0 if year!=1986
    egen vc6 = sd(RI) if year>1985&year<1988,by(id)
      replace vc6 =0 if year!=1987
    egen vc7= sd(RI) if year>1986&year<1989,by(id)
      replace vc7 =0 if year!=1988
    egen vc8= sd(RI) if year>1987&year<1990,by(id)
      replace vc8 =0 if year!=1989
    egen vc9 = sd(RI) if year>1988&year<1991,by(id)
      replace vc9 =0 if year!=1990
    egen vc10= sd(RI) if year>1989&year<1992,by(id)
      replace vc10 =0 if year!=1991
    egen vc11= sd(RI) if year>1990&year<1993,by(id)
      replace vc11 =0 if year!=1992
    egen vc12 = sd(RI) if year>1991&year<1994,by(id)
      replace vc12 =0 if year!=1993
    egen vc13= sd(RI) if year>1992&year<1995,by(id)
      replace vc13 =0 if year!=1994
    egen vc14= sd(RI) if year>1993&year<1996,by(id)
      replace vc14 =0 if year!=1995
    egen vc15 = sd(RI) if year>1994&year<1997,by(id)
      replace vc15 =0 if year!=1996
    egen vc16= sd(RI) if year>1995&year<1998,by(id)
      replace vc16 =0 if year!=1997
    egen vc17= sd(RI) if year>1996&year<1999,by(id)
      replace vc17 =0 if year!=1998
    egen vc18 = sd(RI) if year>1997&year<2000,by(id)
      replace vc18 =0 if year!=1999
    egen vc19= sd(RI) if year>1998&year<2001,by(id)
      replace vc19 =0 if year!=2000
    egen vc20= sd(RI) if year>1999&year<2002,by(id)
      replace vc20 =0 if year!=2001
    egen vc21= sd(RI) if year>2000&year<2003,by(id)
      replace vc21 =0 if year!=2002
    egen vc22= sd(RI) if year>2001&year<2004,by(id)
      replace vc22 =0 if year!=2003
    egen vc23= sd(RI) if year>2002&year<2005,by(id)
      replace vc23 =0 if year!=2004
    egen vc24= sd(RI) if year>2003&year<2006,by(id)
      replace vc24 =0 if year!=2005
    egen vc25= sd(RI) if year>2004&year<2007,by(id)
      replace vc25 =0 if year!=2006
    egen vc26= sd(RI) if year>2005&year<2008,by(id)
      replace vc26 =0 if year!=2007
    egen vc27= sd(RI) if year>2006&year<2009,by(id)
      replace vc27 =0 if year!=2008
    egen vc28= sd(RI) if year>2007&year<2010,by(id)
      replace vc28 =0 if year!=2009
    egen vc29= sd(RI) if year>2008&year<2011,by(id)
      replace vc29 =0 if year!=2010
    egen vc30= sd(RI) if year>2009&year<2012,by(id)
      replace vc30 =0 if year!=2011
    egen vc31= sd(RI) if year>2010&year<2013,by(id)
      replace vc31 =0 if year!=2012
    egen vc32= sd(RI) if year>2011&year<2014,by(id)
      replace vc32 =0 if year!=2013

    replace vc = vc+vc1+vc2+vc3+vc4+vc5+vc6+vc7+vc8+vc9+vc10+vc11 ///
        +vc12+vc13+vc14+vc15+vc16+vc17+vc18+vc19+vc20+vc21+vc22+vc23+vc24+ ///
        vc25+vc26+vc27+vc28+vc29+vc30+vc31+vc32
    drop vc1-vc32
    label var vc "RI两年标准差"
   }


bysort id: egen Tmin = min(year) //生成一个公司出现的最小年

replace vc=. if year== Tmin  //将第一年的公司收益率标准差替换为空值

year为什么要加感叹号

这样做太辛苦了，呵呵！用 ssc install rangestat，一行指令足够矣！

!=是不等于的意思