xtset nf001 year //先用1999-2007形成的面板数据
bysort nf001: gen F119_dif1=d.F119 //因为看连老师的It=Kt-Kt-1+D
sort  nf001 year
by nf001: gen exit=1 if year[_n+1]-year!=1
egen mis = rowmiss(exit)
replace exit=0 if mis
drop mis
replace exit=0 if year==2004 //设置退出变量exit
gen lnY=ln(F149)
replace lnY=0 if lnY==.
gen lnk=ln(F119)
replace lnk=0 if lnk==.
gen lnL=ln(F074)
replace lnL=0 if lnL==.
by nf001, sort: gen F1191 = F119_dif1 if year == 2005
by nf001, sort: egen F11911 = min(F1191)
replace F119_dif1= F11911 if year==2004
drop F1191 F11911
by nf001, sort: gen F1231 = F123 if year ==2005
by nf001, sort: egen F12311 = min(F1231)
replace F123= F12311 if year==2004
drop F12311 F1231
gen invest=F119_dif1+F123
gen lnI=ln(invest)
replace lnI=0 if lnI==.
gen age=2005-F053
gen 国有=1 if (F137/F136)>0.5
replace 国有=0 if 国有==.
gen lnM=ln(F192)
xi:opreg lnY,exit(exit)state(age lnk)proxy(lnI)free(lnL lnM) cvars(国有) vce(bootstrap,seed(1357)reps(5))
predict tfp_op