Hi everyone
I'm running a regression with fixed effects of individuals:
reg y x i.firm i.year i.individual
I have an unbalanced panel dataset which is like below:
firm date individual x y
1 may92 1 12 390
1 may92 2 12 390
1 may92 3 12 390
1 december93 3 56 678
1 december93 4 56 678
2 march93 5 56 678
2 march93 6 56 678
3 july93 2 68 234
3 july93 7 68 234
.
the problem is I want to run the regression at firm-date level, but it's like I'm running the regression at firm-date-individual with this data and observations on x and y(which is unique for every year and every firm) are considering several times in regression. what should I do for regressing only at firm-date level and not losing the data of individuals? (the number of unique indivudals is about 2000)