接触stata不是很长时间，在论坛中学到很多东西，现在尝试用panel，但是在检验截面的相关性是使用xttest2时却返回_00002 not found的错误，我上网查了很久没有查到，看了help文档也没有结论，只能求助于坛子里的各位大哥大姐了，希望能帮我解决一下这个问题！谢谢！

xtreg  Lnwage1 roe Lag_iishare CrossRI CrossPR CrossPRI Lnassets debt soe h5 indepr big1 y02 y03 y04 y05 y06 y07 ind1 ind2 ind3 ind4 ind5 ind6 ind7 ind8 ind9 ind10 ind11,fe

Fixed-effects (within) regression               Number of obs      =      7719
Group variable: code                            Number of groups   =      1562

R-sq:  within  = 0.0400                         Obs per group: min =         1
between = 0.1071                                        avg =       4.9
overall = 0.0768                                        max =         6

F(16,6141)         =     15.98
corr(u_i, Xb)  = 0.1026                         Prob > F           =    0.0000

Lnwage1       Coef.   Std. Err.      t    P>t     [95% Conf. Interval]

roe    .0013293   .0005525     2.41   0.016     .0002461    .0024125
Lag_iishare    .0043647   .0017458     2.50   0.012     .0009423    .0077871
CrossRI    .0000205   .0001328     0.15   0.877    -.0002399    .0002808
CrossPR   -.0009345    .000559    -1.67   0.095    -.0020304    .0001614
CrossPRI   -.0000293    .000121    -0.24   0.809    -.0002664    .0002079
Lnassets    .1669076    .048835     3.42   0.001     .0711739    .2626412
debt   -.0027269   .0015682    -1.74   0.082     -.005801    .0003473
soe   -.1419528   .0705542    -2.01   0.044    -.2802638   -.0036419
h5   -1.75e-08   8.02e-08    -0.22   0.827    -1.75e-07    1.40e-07
indepr    .8314397   .2641586     3.15   0.002     .3135963    1.349283
big1    .0000131   .0000258     0.51   0.611    -.0000374    .0000637
y02   (dropped)
y03    -.202727    .052299    -3.88   0.000    -.3052514   -.1002025
y04   -.0614796   .0480225    -1.28   0.201    -.1556206    .0326614
y05   -.4063135   .0477912    -8.50   0.000     -.500001   -.3126259
y06   -.1831207   .0439878    -4.16   0.000    -.2693522   -.0968893
y07   -.3822201   .0413777    -9.24   0.000    -.4633349   -.3011053
ind1   (dropped)
ind2   (dropped)
ind3   (dropped)
ind4   (dropped)
ind5   (dropped)
ind6   (dropped)
ind7   (dropped)
ind8   (dropped)
ind9   (dropped)
ind10   (dropped)
ind11   (dropped)
_cons    9.441747   1.035607     9.12   0.000     7.411594     11.4719

sigma_u   .88304348
sigma_e    1.061402
rho   .40903814   (fraction of variance due to u_i)

F test that all u_i=0:     F(1561, 6141) =     2.52          Prob > F = 0.0000

xttest2

__000002 not found
r(111);

谢谢各位了！！！！