Fixed Effect troubles

[Samuel Brown]

Hello, I'm a first-time poster and newbie to the world of Stata. I am trying to estimate a fixed effects model with city as the entity variable and year as the time variable in a panel data set I have. I am typing "xtreg city year, fe" and getting an error message "must specify panelvar; use xtset."

I then entered the command "xtset city year", then "xtreg city year, fe" and got a different error message. This time it says "the panel variable city may not be included as an independent variable."

I have no idea what this means or how to fix it. I would appreciate any tips. Thank you very much for your time.

[Samuel Brown]

Also, my apologies for not displaying the stata commands in the proper format. I installed "ssc install dataex" but am unsure how to use it correctly.

[Joseph Coveney]

Maybe try

xtset city
xtreg <response variable> i.year, fe

where you substitute the name of your response (independent) variable in for <response variable>.

You can also

xtreg <response variable> i.year, i(city) fe

which I prefer, but others don't.

I think that -dataex- is for listing a tease of your dataset, and not for showing commands. Use the code delimiters for that.