stratified panel

[Anat Tchetchik]

Dear all,
I have what I assume to be a stratified panel data (i.e. daily data on 3 cities, for each city I have 5 observations representing 5 age categories. of for each day I have 5 Obs*3citeis=15 obs.
Is there a command in Stata (I have 15.1) that can accommodate fixed effects (city and age_category) as well as account for optional time series issues? I'm not even sure how to test for serial auto-correlation here.. Any idea?
Thanks,
Anat

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. Being able to replicate your problem can be essential to helping you.

reghdfe is likely to be helpful here. Alternatively, you can make a more complex panel id using egen with group() and use xtreg. Robust clustered errors are generally robust to serial correlation. Depending on how many days you have observed, xtregar or xtgls might be useful.

[Clyde Schechter]

The original poster reposted this question a bit later, with additional information that was helpful in arriving at a solution. See https://www.statalist.org/forums/for...y-fixed-effect.