Dear all,

I hope my post finds you well

I have a question concerning panel data.

I am currently working on my Master's thesis. I have a panel data with 53 cities in 1 country and 104 weeks (2 years) for every city (5,512 obs) and using STATA 15.1.

I am using a fixed effect model with 53 cities and 104 weeks for every city. I would like to add the provinces of this country and declare my data set with a new panel which is province and same period 104 weeks, 24 months and 2 years. I have 13 provinces with different number of cities in every province. I already added the provinces and the periods (Week,Month,Year) and obviously there are repeated time values within panel every time I try to xtset Province week, month or year.

Is it possible to make stata accepts that the provinces are the big groups and that the repeated time values are for every city but regrouped on province level?

Thank you in advance

Best regards,