clear
 set obs 10
 gen id=1
 gen year=2000
 gen ROAA=1+_n
 gen ROAE=2+_n
 
 list ROAA ROAE
 
 forvalue i=1/10{
  replace id=`i'
  forvalue j=2000/2013{
   replace year=`j'
  }
 }
    //计算SDROE
 by id,sort : egen SDROA=sd(ROAA)
 label var SDROA    "Standard Devitaion of ROA"
 //计算SDROE
 by id,sort : egen SDROE=sd(ROAE)
 label var SDROE    "Standard Devitaion of ROE"
   list ROAA ROAE SDROA SDROE

数据

黏贴后，程序

 rename var1 id
 rename var2 year
 rename var3 ROAA
 rename var4 ROAE
 
 //计算SDROA
 by id,sort : egen SDROA=sd(ROAA)
 label var SDROA    "Standard Devitaion of ROA"
 
 //计算SDROE
 by id,sort : egen SDROE=sd(ROAE)
 label var SDROE    "Standard Devitaion of ROE"
 
 //计算MROA
 by id,sort : egen MROA=mean(ROAA)
 label var  MROA    "mean of ROA"
 
 //计算MROE
 by id,sort : egen MROE=mean(ROAE)
 label var  MROE    "mean of ROE"
 
 //计算ADZP1
 by id,sort : gen ADZP1=MROA/SDROE 
 label var ADZP1    "a measure of bank portfolio risk"
 
 //计算ADZP2
 by id,sort : gen ADZP2=MROE/SDROE 
 label var ADZP2    "a measure of bank leverage risk"
 list id year ROAA ROAE MROA MROE SDROA SDROE ADZP1 ADZP2