Re: st: XTREG

[Alfonso Sanchez-Penalver <alfonso.statalist@gmail.com>]

Yes -regress- is the right command. If you include all the dummy variables for the firms make sure to run it without a constant.

Best,

Alfonso Sanchez-Penalver

> On Nov 25, 2013, at 7:10 AM, Andrea Rispoli <andrea.rspl@gmail.com> wrote:
> 
> Dear Statalisters,
> This is probably a very trivial question but if someone would be so
> kind to respond and clarify my doubts, I would really appreciate.
> 
> I am running a regression analysis on a panel dataset (in that I have
> firms observations across multiple years) with repeated time values
> (multiple observation for the DV in each year).
> 
> In order to include fixed effects, I am manually entering dummy
> variables for each firm.
> My question is: in this case the right command to use is REG or XTREG?
> My understanding from previous posts is that I should use REG, but a
> confirmation would be really appreciated.
> Thank you very much in advance for your time.
> 
> Kind Regards
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