Hello, I'm a first-time poster and newbie to the world of Stata. I am trying to estimate a fixed effects model with city as the entity variable and year as the time variable in a panel data set I have. I am typing "xtreg city year, fe" and getting an error message "must specify panelvar; use xtset."

I then entered the command "xtset city year", then "xtreg city year, fe" and got a different error message. This time it says "the panel variable city may not be included as an independent variable."

I have no idea what this means or how to fix it. I would appreciate any tips. Thank you very much for your time.