st: fixed effects on PCSE model

["joel miller" <joelstar90@hotmail.com>]

I�m doing some TSCS modeling on police activity data that has 42 separate 
police areas, and about 6 or 7 time points. I�m thinking that PSCE models 
are most appropriate here (though I�d welcome any comments or detractions 
from this). I�m also keen to try these models with unit fixed effects.

My key question is, does Stata have a default commands to create and include 
dummy variables in the .xtpcse commands, or will I have to create my own 
dummies. In other Stata PCSE I know how to build in fixed effects, but I 
haven�t found syntax for this with the .xtpcse modelling procedure.

Thanks,

Professor Joel Miller
University of M�laga, Spain


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