voodoo 发表于 2010-4-11 01:21
xtset company year

tempfile tf
statsby b3=_b[x3] b4=_b[x4], by(year) saving(`tf', replace): reg y x1 x2 x3 x4
sort year
merge year using `tf'
gen B = b3 * x3 + b4 * x4

xtset company year

saudada 发表于 2010-4-11 11:09
對不起，是我type error，問題已解決，謝謝大大的幫助喔！