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How can I put a vector variable into my regression?
How can I put a vector variable into my regression?

My OLS model is

P_it = a + b₁*station_it + b₂*distance_it + b₃*compnum_it + r*X_i + s*Y_i +e_it

Here X_i, I want to put variables which can show characteristics of station i. (such as station brand dummy, operation system dummy..)
And for Y_i, Region dummythat shows the region where the station_i locates.

I guess mkmat helps to make these vector variables but don't know the exact way to use.
mkmat brand1 brand2 brand3 operation1 operation2, matrix(X)
and then,
reg price station distance compnum X Y
doesn't work. How can I put vectors into my OLS?

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How can I put a vector variable into my regression?

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