You can download from UCLA ATS statistical consulting website. The address is as follows: http://www.ats.ucla.edu/stat/stata/ado/analysis/default.htm

Or you can use findit command in Stata to find any additional ado program from the corresponding website.

stata本身就有自动下载功能。

你可以输入命令：findit white或 search white, all，然后点击相关的链接即可。

详情可以参考 https://bbs.pinggu.org/thread-24961-1-1.html&page=1

页面中“chp8 Panel data”的一个脚注。