How to control for firm and year fixed effects in logistic model?

[Phuc Nguyen]

I did searches around from Google but did not see any clear evidence of code about applying both time and unit fixed effects in logistic model (1,2,3 ). I am using logistic model and control for firm and year fixed effects for having propensity score for doing PSM afterwards.

From my intitution, the code should be

xtset firmid year
xtlogit depvar x1 x2 x3 i.year, fe

I am wondering it is a correct intitution. Thank you.

[Clyde Schechter]

Yes, that is how you would code a two-way fixed effects logistic regression in Stata.

[Phuc Nguyen]

Yes, that is how you would code a two-way fixed effects logistic regression in Stata.

Thank you, Clyde Schechter
It is solved