Three-dimensional panel data

[Ayat Megally]

I'm working on a three-dimensional panel data ( industry i in country j at time t) and I used command
egen Ind-Coun= group ( industry country) and then used
xtset Ind-Coun Year
to declare panel data but I'm afraid by doing this I lose any effect or making interactions between industry and country so that will affect the coming results.

Can anyone help me ?

[Fei Wang]

Ayat, you didn't do anything wrong. Further analyses won't lose anything as long as the original variables of industry and country are retained,

[Ayat Megally]

Ayat, you didn't do anything wrong. Further analyses won't lose anything as long as the original variables of industry and country are retained,

thank you for your reply and have you ever dealt with a three-dimensional panel data??

[Fei Wang]

It's not unusual. Let us know if you have specific questions on this.