drop if id=000001
bysort sic:egen medvar=mediation(var)
id是你的公司代码 sic 是行业代码

   rangestat 命令帮助里面例子




Median investment of other firms in a given year

    Some problems are hard to solve in Stata without a loop. You can easily calculate the median
    investment from all firms in any given year using a single egen call:

        --------------------------- example do-file content ---------------------------
        webuse grunfeld, clear
        bysort year: egen m = median(invest)
        --------------------------------------------------------------------------------
        (click to run)

    but there is no equally easy way to get an observation-specific median calculated using all
    observations within the group except the one from the current observation.  A naive brute force
    solution is to loop over observations:

        --------------------------- example do-file content ---------------------------
        webuse grunfeld, clear
        gen double mexclude = .
        quietly forvalues i=1/`=_N' {
          sum invest if year == year[`i'] & company != company[`i'], detail
          replace mexclude = r(p50) in `i'
        }
        list in 10/20
        --------------------------------------------------------------------------------
        (click to run)

    However, this is much slower than the egen direct solution and will become painfully slow as the
    number of observations increases.

    With rangestat, all you need is

        --------------------------- example do-file content ---------------------------
        webuse grunfeld, clear
        rangestat (median) invest, interval(year 0 0) excludeself
        list in 10/20
        --------------------------------------------------------------------------------
        (click to run)

    Note that the rangestat interval can be degenerate, as is the case above. Setting both low and high to
    zero will have the effect of selecting, for the current observation, all (and only) observations that
    have the same year. As the excludeself option is specified, the value of the variable invest for each
    current observation will be ignored.

https://bbs.pinggu.org/thread-6563479-1-1.html

好的，非常感谢！那如果我想添加分组变量该怎么加呢，rangestat不能与bys连用，比如说我想求某个公司每年在所在行业中除了本身以外的中位数？

rangestat 是可以与 by 合用的！