Hi everybody,

I have a dataset consisting of ~3,000 Private Equity returns in the period 2012-2018. I am looking to explain the returns by 4 independent variables. I would like to control for fixed effects for target country, target industry and exit year (the year the deal was exit). For the target country i have 8 different countries, for industry i have 18 different and for exit year i have 7 different years.

So currently i am running the regression: .reg DependentVar Var1 Var2 Var3 Var4

but i am looking to add the 3 fixed effects to my model. I am very new to Stata and thus not sure how to do this. Ive been looking at some other posts with similar challenges and found that i might be able to use the xtreg but i havent been able to make this work yet.

Thanks in advance!
All the best