不是让你看帮助了吗，严格按照帮助的例子。
你看看人家的dmu变量是怎么设置的。你的是怎么设置的。





help malmq
----------------------------------------------------------------------------------------------------------------------------

Title

    malmq -- Malmquist Productivity Index using DEA frontier in Stata

Syntax

        malmq ivars = ovars , {period}[if] [in] [, options]

    options               Description
    ----------------------------------------------------------------------------------------------------------------------
    Main
      ort(string)         specifies the orientation. The default is ort(i), meaning the input oriented distance Data
                            Envelopment Analysis(DEA) frontier used. ort(out) means the output oriented DEA frontier.
      trace               lets all the sequences and results displayed in the result window be saved in the "malmq.log"
                            file.
      saving(filename)     specifies that the results be saved in filename.dta. If the filename already exists, the
                            previous filename will be saved with the name of filename_bak_DMYhms.dta.
    ----------------------------------------------------------------------------------------------------------------------

Description

    malmq selects the input and output variables from the user designated data file or in the opened data set and solves
    Malmquist Productivity Index using Data Envelopment Analysis(DEA) frontier by options specified.

    The malmq program requires initial panel data set that contains the input and output variables and period for observed
        units.

    Variable names must be identified by ivars for input variable, by ovars for output variable, and by period for panel
        period of time to allow that malmq program can identify and handle the multiple input-output data set.  And the
        variable name of Decision Making Units(DMUs) is to be specified by "dmu".

    sav(filename) option creates a filename.dta file that contains the results of malmq including the informaions of the
        DMU, input and output data used, efficiency change, technology change, total factor productivity change, scale
        efficiency change, and pure technical change.

    The log file, malmquist.log, will be created in the working directory.


Examples
    . input str20 dmu year o_q i_x

                      dmu       year        o_q        i_x
  1. firm1 2009 1 2
  2. firm2 2009 2 4
  3. firm3 2009 3 3
  4. firm4 2009 4 5
  5. firm5 2009 5 6
  6. firm1 2010 1 2
  7. firm2 2010 3 4
  8. firm3 2010 4 3
  9. firm4 2010 3 5
  10. firm5 2010 5 5
  11. firm1 2011 1 2
  12. firm2 2011 3 4
  13. firm3 2011 4 3
  14. firm4 2011 3 5
  15. firm5 2011 5 5
  16. end

    . malmq i_x = o_q,period(year)

    . malmq i_x = o_q,ort(o) period(year)

问题已经得到解决，确实dmu设置出现了问题，谢谢@蓝色！

本人14.1 为什么运行malmq总是提示“command malmq is unrecognized”   查看help可以看到内容，证明已经安装过了

大神，你的stata可以做malmq吗
我的只能做    一个input      多个 output
不能做           多个input     多个output

做多个投入产出分析是会出现错误
      name:  dealog
       log:  D:\stata11\ado\personal\dea.log
  log type:  text
opened on:   8 Oct 2016, 10:55:59

[DMUi=1]CRS-IN-SI-PII: Entered index.
       1   2
    +---------+
  1 |  1   0  |
    +---------+

[DMUi=1]CRS-IN-SI-PII: XB.
             lp_phase2():  3498  No Solution at Stage 1 and Phase 2.:[DMUi=1]
                _dealp():     -  function returned error
                 <istmt>:     -  function returned error
r(3498);

您好，请问您是怎么修改的，我也遇到同样的问题。调整了dmu为str20，还是一样。