Hi,

I employ panel data by using the code:
xtset execid fyear

Now i want to reg the following model: yvar= year fixed effects + control variables by using the following code:
xtreg GAAP_ETR i.fyear W_ADVERTISING W_CAP_EXP FOREIGN_OP W_RATIO_TA W_LEVERAGE W_SIZE LOSS W_RATIO_PPE W_SGA_NOMISSING W_RD, fe

How do i get the F-statistics from the joint test of significance of the coefficient on the year indicator variable (i.fyear)? Including the significance level of that coefficient?

* Example generated by -dataex-. To install: ssc install dataex
clear
input long execid double fyear float(GAAP_ETR W_ADVERTISING W_CAP_EXP FOREIGN_OP W_RATIO_TA W_LEVERAGE W_SIZE LOSS W_RATIO_PPE W_SGA_NOMISSING W_RD)
2 1992 .3522465 .064834855 .17621358 1 0 .0044371537 5.906936 0 .3437121 .3832636 .1042601
2 1993 .3539366 .0644357 .22569986 1 0 .003465791 6.096597 0 .363692 .34837455 .25507772
2 1994 .27703565 0 .3276684 1 0 .1325404 6.733016 1 .27708188 .3347636 .14527322
2 1995 .30321145 0 .3821663 1 0 .07572665 7.329826 0 .3087973 .34647015 .12266765
2 1996 .3559323 0 .3564721 1 0 .05091659 7.725893 0 .3067386 .3574049 .10653152
2 1997 .2278199 0 .3386575 1 . .01173527 8.31398 1 .3678475 .3869633 .1088572
2 1998 .3679863 .09316357 .3804611 0 . .00886717 5.025504 0 .09231052 .3503749 .08167695
2 1999 .3193047 0 .17949907 1 . .0044970284 8.778473 1 .23617925 .408846 .14406908
2 2000 . 0 .12902501 1 . .0007857386 8.146941 1 .4289606 .5394776 .2112599
2 2001 . .09710612 .0638339 0 .07923397 .05055121 6.896791 0 .2560904 .4207004 .1427489
2 2002 . .07764243 .11597825 1 .12098137 .08671132 6.357194 0 .170001 .3884335 .12685533
2 2003 .9655992 .066339955 .06740577 1 .3405623 .04441974 6.669419 0 .10875221 .27866676 .07329091
19 1992 .4118683 0 .1065558 0 .20736955 .3199474 7.801702 0 .22293754 .21731733 0
19 1993 .0850906 0 .14037336 0 .2074589 .3605404 8.1163845 0 .17823847 .2141605 0
19 1994 .31464395 0 .1651604 0 .21347056 .25981838 8.161163 0 .1866573 .22089204 0
19 1996 .2810729 0 .09014296 1 .23262616 .28014788 7.692439 0 .1809912 .13414691 0
19 1997 .4305537 0 .05812605 1 .2612813 .3153275 7.847306 0 .16990642 .14798741 0
19 1998 . 0 .06930545 1 .2953915 .25932664 7.584087 1 .21807835 .1558444 0
47 1992 .3845768 0 .039294 0 0 .2483448 7.269347 0 1.1640818 .022974705 0
47 1993 .4145204 0 .08923671 0 0 .18681607 7.282333 0 1.204079 .02417567 0
47 1994 .3273317 0 .06954287 0 0 .2350103 7.416954 0 1.1040531 .027217487 0
47 1995 .2251268 0 .20682177 0 0 .3719945 7.53838 0 1.172806 .02600016 0
47 2000 .365 .035616443 .3149614 0 . .2581169 8.855508 0 .8414822 .26542345 0
47 2001 .7565958 .030546207 .1420158 0 . .26074868 8.946742 0 .8616014 .2684866 0
47 2002 .4038308 .034314077 .04442862 0 .011108862 .34293795 9.200493 0 .6893877 .26984438 0
50 1992 .4502121 .009164787 .09667308 0 .28736752 .3424561 8.786457 0 .6102267 .2271242 0
50 1993 .4900573 .009033525 .12897964 0 .26378223 .31295845 8.843245 0 .6645622 .2286761 0
50 1994 .50865525 .009109172 .11313668 0 .25188145 .3136273 8.858165 0 .6763219 .2306334 0
50 1995 .4159566 .009192253 .1408197 0 .23399435 .3042481 8.904218 0 .724226 .22938676 0
50 1996 .359491 .007131335 .15678887 0 .21128745 .33993265 8.972261 0 .7631847 .22420886 0
50 1997 .4256644 .008161397 .14621955 0 .18882488 .3869376 9.05205 0 .7982231 .2255919 0
50 1998 .3283368 .01699324 .11363024 0 .17890383 .3908343 9.092154 0 .8224487 .22337873 0
50 2016 .2630137 0 .12072893 1 .24368006 .23539163 7.788626 1 .1819312 .3514212 .0913006
50 2017 . 0 .15789473 1 .2124413 .30438185 7.846199 1 .19327074 .42718 .14192949
50 2018 . 0 .23943663 1 .204661 .23050848 7.766417 1 .2707627 .4334566 .14648798
75 1992 .3998977 0 .12716044 1 .1592847 .3566501 7.049642 0 .6907204 .12207013 0
75 1993 .3882897 0 .11072706 1 .14869203 .3551597 7.127854 0 .6732467 .11163247 0
75 1994 .26530612 0 .11976182 1 .11856034 .3461146 7.150937 0 .6979534 .10005883 0
75 1995 .2408602 0 .1072572 1 .11874516 .3116189 7.163172 0 .725794 .0836554 .012561025
75 1996 .2651413 0 .07823937 1 .11447616 .251123 7.229984 0 .7325025 .0762417 .011840737
75 1997 .3131868 0 .08548743 1 .11464308 .26038283 7.277317 0 .7832907 .07858663 .01077054
75 1998 .3251273 0 .09551869 1 .10337079 .24713027 7.406407 0 .7833586 .0863649 .011606035
75 2001 . 0 .0667183 1 .10541542 .4338224 6.128375 1 .9711134 .095734 0
75 2002 . 0 .04807489 1 .10439572 .4413607 6.109714 1 1.0513405 .09635518 0
75 2003 . 0 .02628729 0 .027074903 .7712613 5.439487 1 1.54742 .08803548 0
83 1992 .4144254 0 .071639724 1 .00016490766 .3461824 10.09642 1 1.3109334 .13197738 .005084842
83 1993 .25290024 0 .0657268 1 .003473675 .3667866 10.081383 1 1.3180715 .14515097 .006341265
83 1994 .308121 0 .05141404 1 .002564833 .3788625 10.108996 1 1.312869 .14366478 .00724975
83 1995 . 0 .05220624 1 . .3360973 10.085768 1 1.3560565 .14646943 .006574373
83 1998 .3163035 0 . 0 0 .4211836 7.878222 0 . 0 0
83 1999 . 0 . 0 .48501095 .2549552 9.888658 0 .3121414 0 0
83 2000 . 0 .3988654 0 .3803545 .2522445 10.3151 0 .35623655 0 0
86 1992 .3225646 .10769578 .15451777 1 0 0 5.881323 0 .19884 .6400831 .15386394
86 1993 .3575105 .0818781 .23133445 1 0 0 6.003576 0 .22958253 .6345028 .1521518
86 1994 .27082503 0 .1793737 1 . 0 6.178102 0 .23150913 .6246631 .1564871
86 1995 .3651432 0 .12764692 1 . 0 6.249838 0 .2466419 .6419003 .14386597
86 1996 .3500491 .02125071 .1430238 1 . 0 6.198952 0 .2472833 .7473226 .19315974
86 1997 .3704448 .01928338 .10874372 1 . 0 6.334149 0 .24479406 .7332413 .228698
86 1998 .3719512 .014144105 .2180269 1 . 0 6.542295 0 .20092034 .7119758 .25234306
86 1999 .24054 .02231212 . 1 .08319943 0 6.810502 1 .1821297 .7439507 .19993733
86 2000 .3590662 .016340498 . 1 .0671896 0 6.694264 1 .24552 .6630365 .1820812
86 2001 .2350068 .014564782 . 1 .04430968 0 6.805107 1 .25510725 .6792476 .18129355
86 2002 .10196883 .01187958 .1480766 1 .17647824 0 6.784061 1 .2759158 .7680936 .20969276
86 2003 .0227886 .012294526 .10733874 1 .15739313 0 6.92477 1 .2367818 .7288164 .2199869
86 2004 .09153672 .011990923 .18210237 1 .14588287 0 7.040715 1 .19632395 .6503868 .1939645
86 2005 .12908614 .01720063 .08436214 1 .23383304 0 7.215828 1 .17857143 .6213235 .1980042
86 2006 .1869068 .011849114 .13201196 1 .22620305 0 7.494152 1 .14876217 .6668659 .2208392
86 2007 .21767406 .012707767 .13569415 1 .2007334 0 7.70025 1 .14446105 .6794052 .2234449
86 2008 .15209714 .007083621 .19863187 1 .22410873 .0215227 7.791812 1 .163052 .7151002 .2488338
86 2009 .28394046 .03049387 .15593228 1 .26755813 . 9.611531 0 .18625733 .469926 .18732338
86 2010 .17420356 .03747242 .2799013 1 .26376525 . 9.611001 0 .17089766 .4482459 .17110446
86 2011 .1819362 .02969384 .1743565 1 .28109396 . 9.601218 1 .2301842 .5263024 .20165527
116 1992 .25133434 .010390996 .08086106 1 .07039297 .3053034 8.063905 0 .7221594 .31078455 .05293455
116 1993 .04203652 .009835706 .07791 1 .06998784 .28739282 8.035138 0 .7656053 .3243479 .05643738
116 1994 .2372404 0 .04960491 1 .0689105 .26661694 8.05818 0 .7849059 .3142455 .05635054
116 1995 .2994858 0 .13043196 0 .28643662 .0753573 10.078776 0 .3234754 .2775117 .07981488
116 1996 .29190853 0 .1371356 0 .27730507 .07253088 10.097948 0 .3592131 .26873168 .07500744
116 1997 .28054038 0 .14440922 0 .2626889 .08713035 10.15859 0 .3886812 .25311694 .07123184
116 1998 .3833296 0 .16601887 0 .26016688 .12070925 10.3689 0 .3731658 .2354247 .10634913
116 1999 .3095859 0 .17846936 0 .21283068 .16845565 10.48108 0 .4026109 .222174 .06478572
116 2000 .29630506 0 .1632709 0 .1847689 .1733884 10.594392 0 .4186177 .21087277 .05806775
116 2001 .29184902 0 .14373434 0 .1698946 .2014534 10.692097 0 .430764 .18192755 .05147991
116 2002 .29383954 0 .11293105 0 .15224595 .17974316 10.769773 0 .44119155 .17115174 .05169308
116 2003 .26100692 0 .08997497 0 .04802956 .1674407 10.611216 0 .5246369 .41707915 .14586474
116 2004 .22719245 0 .0756776 0 .04145605 .16143405 10.65897 0 .5357552 .4430607 .17115517
116 2005 .3252398 0 .05915246 0 .035775926 .1805654 10.710985 1 .52877414 .48648685 .17481454
119 1992 . 0 .07507648 1 0 .016207473 7.568645 1 1.6202656 .07206022 0
119 1993 . 0 .1528656 1 .0003803843 .05536414 7.681956 0 1.71979 .06057429 0
119 1994 .3700116 0 .10154744 1 .0007171181 .07788257 7.745882 0 1.761757 .05653993 0
119 1995 . 0 .07071695 1 .0002236785 .09653803 7.658753 0 1.7866144 .07244144 0
119 1996 . 0 .10121353 1 .0001604431 .09602654 7.71592 0 1.7866144 .06319998 0
119 1997 .4098726 0 .1831262 0 0 .02025513 5.417766 0 .9365413 .05817212 0
119 1998 .3994125 0 .2980541 0 0 .1738875 5.6078 0 1.0191566 .05321765 0
119 1999 .384326 0 .0887831 0 0 .2007643 5.627254 0 1.0257108 .05271632 0
119 2000 .13206941 0 .1378172 0 0 .27819225 5.776515 1 .9623659 .063543655 0
119 2001 .3096555 0 .17221005 0 0 .25660515 5.794171 1 1.0514526 .06670062 0
119 2002 . .007578077 .07345169 0 0 .3770874 5.738332 0 1.1424749 .07283374 0
119 2003 .3641411 .004728904 .0787684 0 0 .3662626 5.75038 0 1.1480068 .0691843 0
119 2004 .3844404 .004872656 .065823235 0 0 .27880877 5.728735 0 1.193673 .0878416 0
119 2005 .299189 .004692605 .08742723 0 0 .23559165 5.756776 0 1.20218 .08146124 0
end