st: 3 fixed effects (i,j,t)

[David Ridley <dbr1@mail.duke.edu>]

Hello.

I'm using xtreg and would like to have fixed effects for i, j, and t. I
can see to use iis and tis, but can I have a third fixed effect?

I have 25 months of data on 4 treatments used by 85 health insurers. My
data looks something like this:

insurer  month    treatment  price
01        200001    1        5
01        200001    2        10
01        200002    1        15
01        200002    2        20
02        200001    1        8
02        200001    2        8

Thank you,
David


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