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st: From: Elizabeta Eremieva <>

Subject   st: From: Elizabeta Eremieva <>
Date   Thu, 15 Nov 2012 09:01:30 +0100


i am testing  a panel data set for my thesis and I need a little bit
help. The data set consists of firms (panel unit), these are in
subindustries, and these in industries. My dependent variable is
gender wage gap, and independent HHI (Herfindahl index). The variation
of HHI is mostly at subindustry level and my data set is for at firm
level. Which fixed effect Stata command is equal to : areg wagegap
HHI, absorb(subindustry), if i define  xtset firmid timeunit.
Sure, xtreg wagegap HHI, fe is a command equal to areg wagegap HHI,
absorb (firmid).
But how is the command when i want to absorb for two levels of fixed
effects simmultaneously?

Best Regards
Elizabeta Eremieva
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