Dear all,

I'm running a panel data regression, for 12 countries and 13 firms over 10 years. I have 3013 observations. I created the panel typing: egen(Country_Sector) and then xtset Country_Sector Year. I run a country_sector fe regression with time fixed effects. I want to add sector-year FE, but how do I do this? Now my regression looks like:

xtreg dependent independent controlvar i.year,fe cluster(country)

Is this then the correct way to add sector_year fe?

xtreg dependent independent controlvar i.Sector_year,fe cluster(country)

Kind regards,

Joris