Hello,

I am currently using Stata for my senior thesis and had some questions about fixed-effects. Currently I have county-level data on 6 states over the years 2007-2012, with monthly observations for each state. Total, I have 41,760 observation.

To give a better idea of my dataset, this is how I have it:
Buyer_location month year
xyz, ga 1 2007
xyz, ga ... ...
xyz, ga 12 2012
123, ga 1 2007
123, ga ... ...
123, ga 12 2012
abc, nc 1 2007
I want to make sure I am setting up my fixed effects correctly.

egen id = group(Buyer_location)

reg y x1 x2 i.id i.year#i.month

Is this the correct way to go about this? Any insight would be greatly appreciated.