mat b = J(1000,1,0)
mat se = J(1000,1,0)
mat p = J(1000,1,0)
forvalues i = 1/1000{
use "E:\0919 国泰安数据\0921 data1.dta", clear
xtset id year
bsample 1, strata(A)
//根据**id**分组,每组随机抽取一个年份
keep year
save matchyear.dta, replace
mkmat year, matrix(sampleyear)
use "E:\0919 国泰安数据\0921 data1.dta", clear
xtset id year
gen DID = 0
foreach j of numlist 1/509 {
replace DID = 1 if (A== `j' & year >=sampleyear[`j',1])
}
qui xtreg 资产报酬率A DID Size SOE Lev Dual Top10 Board Indep Balance1 ListAge FirmAge Cashflow ATO REC FIXED Big4 i.year ,fe vce(cluster id)
mat b[`i',1] = _b[DID]
mat se[`i',1] = _se[DID]
scalar df_r = e(N) - e(df_m) -1
mat p[`i',1] = 2*ttail(df_r,abs(_b[DID]/_se[DID]))
}