1# mma
同问

试试：

// 生成模拟数据，非平衡面板数据
clear
set more off
set obs 1000
gen stkcd = _n
gen industry = ceil(10*uniform())   // 10个行业
gen exchange = cond(uniform()<0.6, 0, 1) // 60%样本属于上交所SSE
label define lexch 0 "SSE" 1 "SZSE"
label value exchange lexch
gen asset = 100*exp(invnormal(uniform()))
gen control = 10*uniform()  // 控制变量，测试用
expand 5
drop if uniform() < 0.1  // 非平衡面板数据
bysort stkcd: gen year = 2010 - _n
sort stkcd year
by stkcd: replace asset = asset * (1 + 0.1*uniform()) if _n > 1
save sample, replace
// 主程序
use sample, clear
sort stkcd year                // 假定为long form数据，否则用reshape命令
save temp, replace
capture postclose match
postfile match group stkcd year dmatch using matchsample.dta, replace
local total = _N
local j = 0
forval i = 1/`total' {
        preserve
        local lstkcd = stkcd[`i']
        local lyear = year[`i']
        local lexchange = exchange[`i']
        local lindustry = industry[`i']
        local lasset = asset[`i']
        quietly drop in `i'       // 删除自身
        quietly keep if industry == `lindustry'
        quietly keep if year == `lyear'
        quietly keep if exchange == `lexchange'
        gen assetratio = abs(asset / `lasset' - 1)
        quietly keep if assetratio <= 0.3                  // 将条件分成四句keep if ，有助于加快程序
        if _N < 1 {                // 若没有公司满足条件，则直接进入下一循环
                restore
                continue
        }
        sort assetratio
        local mstkcd = stkcd[1]                // 若有多个公司满足条件，则用总资产数最接近的公司
        local j = `j' + 1
        post match (`j') (`lstkcd') (`lyear') (0)
        post match (`j') (`mstkcd') (`lyear') (1)
        restore
}
postclose match
use matchsample, clear
sort stkcd year
merge stkcd year using temp
keep if _merge == 3
drop _merge
sort group dmatch
label define ldmatch 0 "初始样本" 1 "配对样本"
label value dmatch ldmatch
list in 1/20
save lastsample, replace

clear
set more off
set obs 1000
gen stkcd = _n
gen industry = ceil(10*uniform())   // 10个行业
gen exchange = cond(uniform()<0.6, 0, 1) // 60%样本属于上交所SSE
label define lexch 0 "SSE" 1 "SZSE"
label value exchange lexch
gen asset = 100*exp(invnormal(uniform()))
gen control = 10*uniform()  // 控制变量，测试用
expand 5
drop if uniform() < 0.1  // 非平衡面板数据
bysort stkcd: gen year = 2010 - _n
sort stkcd year
by stkcd: replace asset = asset * (1 + 0.1*uniform()) if _n > 1
save sample, replace
// 主程序
use sample, clear
sort stkcd year                // 假定为long form数据，否则用reshape命令
save temp, replace
capture postclose match
postfile match group stkcd year dmatch using matchsample.dta, replace
local total = _N
local j = 0
forval i = 1/`total' {
        preserve
        local lstkcd = stkcd[`i']
        local lyear = year[`i']
        local lexchange = exchange[`i']
        local lindustry = industry[`i']
        local lasset = asset[`i']
        quietly drop in `i'       // 删除自身
        quietly keep if industry == `lindustry'
        quietly keep if year == `lyear'
        quietly keep if exchange == `lexchange'
        gen assetratio = abs(asset / `lasset' - 1)
        quietly keep if assetratio <= 0.3                  // 将条件分成四句keep if ，有助于加快程序
        if _N < 1 {                // 若没有公司满足条件，则直接进入下一循环
                restore
                continue
        }
        sort assetratio
        local mstkcd = stkcd[1]                // 若有多个公司满足条件，则用总资产数最接近的公司
        local j = `j' + 1
        post match (`j') (`lstkcd') (`lyear') (0)
        post match (`j') (`mstkcd') (`lyear') (1)
        restore
}
postclose match
use matchsample, clear
sort stkcd year
merge stkcd year using temp
keep if _merge == 3
drop _merge
sort group dmatch
label define ldmatch 0 "初始样本" 1 "配对样本"
label value dmatch ldmatch
list in 1/20
save lastsample, replace



划红色的地方有点不清楚,程序运行后,有错误.望高手解释

我运行程序没错啊。至于划红色的地方不清楚，请多利用Stata的在线帮助，如help postclose、help expand、help label等即可得到答案。

5# voodoo
非常谢谢两位高手，太高深了，我试试