各位前辈，小弟在做投资效率模型面板数据回归时，出现报错：time variable not set r(111);请问在投资效率模型中，怎样做滞后变量回归呢？我的命令是：reg Invest l.Growth l.Size l.Lev l.Cash l.Age l.R l.Invest i.Year i.industry，分析2009-2019年的投资效率。num Invest Growth Size Lev Cash Age R industry Year
27 .1118806 2.7641591 24.32926 53.44769 1.05e+08 2.772589 -.652651 44 2008
27 .0445888 7.0070884 24.36033 48.150092 1.11e+08 2.833213 .680475 44 2009
27 .0309417 9.4483179 24.30693 43.532179 8.98e+07 2.890372 -.232863 44 2010
27 .0642621 15.421998 24.43061 46.298161 1.27e+08 2.944439 -.266647 44 2011
27 .034531 -10.832934 24.45872 45.768609 1.33e+08 2.995732 -.005382 44 2012
27 .0354972 -3.723744 24.48929 43.583484 1.53e+08 3.044523 -.0646 44 2013
27 .0350527 1.2570853 24.65224 47.050337 1.59e+08 3.091043 1.119352 44 2014
27 .0639127 -11.003156 25.02735 57.174144 2.52e+08 3.135494 .330346 44 2015
27 .0869863 1.690292 25.02678 59.206759 1.90e+08 3.178054 -.277707 44 2016
27 .0922796 37.35378 25.275 67.988736 1.41e+08 3.218876 -.098215 44 2017
27 .0690561 19.179008 25.38694 67.694384 1.24e+08 3.258096 -.119662 44 2018
27 .0844249 12.357964 25.47394 65.056563 1.23e+08 3.295837 .192847 44 2019
88 .0029101 -38.835484 22.55914 8.0665489 7.19e+07 2.484907 -.710901 54 2008
88 .0005484 -6.6039822 22.62573 7.9490595 7.94e+07 2.564949 .801292 54 2009
88 .0006065 3.8649323 22.66534 7.8657274 8.62e+07 2.639057 -.238293 54 2010
88 .0040429 -13.474342 22.61196 7.707351 5.04e+07 2.70805 -.011364 54 2011
88 .0120737 -12.27761 22.54621 7.4929124 3.79e+07 2.772589 .111059 54 2012
88 .0223771 -2.7711205 22.59459 8.5955083 3.85e+07 2.833213 .531173 54 2013
88 .0739196 -2.2244935 22.82845 18.82179 5.70e+07 2.890372 .643878 54 2014
88 -.0152048 -17.26384 22.97593 22.936399 5.99e+07 2.944439 -.12369 54 2015
88 .0682167 13.990658 22.9946 21.534155 5.06e+07 2.995732 -.169702 54 2016
88 .0738133 21.16115 23.078 23.887497 4.57e+07 3.044523 .077428 54 2017
88 .0846512 17.376007 23.15725 24.885712 3.83e+07 3.091043 -.345661 54 2018
88 .0510739 47.047828 23.21946 25.748484 3.84e+07 3.135494 .131527 54 2019
90 .0051845 2.004258 22.98061 61.35648 2.85e+07 2.302585 -.795498 48 2008
90 .005618 -6.343518 22.99996 55.234279 1.77e+07 2.397895 3.217646 48 2009
90 .0027768 33.001528 23.46159 53.968314 3.86e+07 2.484907 -.004269 48 2010
90 .0166581 .0215761 23.2361 59.07038 2.53e+07 2.564949 -.419269 48 2011
90 .0024387 -13.15496 23.40449 62.448239 4.87e+07 2.639057 .224203 48 2012
90 .0029739 46.528142 23.55543 65.571763 7.83e+07 2.70805 -.019727 48 2013
90 .0031396 17.386438 23.6922 66.476853 9.01e+07 2.772589 1.11249 48 2014
90 .002751 19.232061 24.12875 62.557717 1.75e+08 2.833213 .246192 48 2015
90 .0055641 -1.7214827 24.276 67.156939 1.48e+08 2.890372 -.192536 48 2016