Xtset Stata Fixed Effects. Are inappropriate here in my view even though they are widely used by economists. Call xtreg with the fe option to indicate fixed effects including the dummy variables for year as right hand side variables.
Fixed-effects models are looking at the determinants of within-subject. Xtreg fe estimates the parameters of fixed-effects models. For this reason you must xtset your data before using xtregar.
-xtreg- and relations There are a large number of regression procedures in Stata that avoid calculating fixed effect parameters entirely a potentially large saving in both space and time.
The xtset command tells Stata that these are Panel data. Xtreg is Statas feature for fitting fixed- and random-effects models. Xtset without argumentsxtsetdisplays how the data are currently xtset. Call xtreg with the fe option to indicate fixed effects including the dummy variables for year as right hand side variables.
