Hello, I am exploring npregress kernel command for a panel data (Country year). I was reading a working paper titled: Panel Data Specifications in Nonparametric Kernel Regression: An Application to Production Functions by Tomasz Czekaj and Arne Henningsen. They mention that we can use time variable and the individual identifier as additional (categorical) explanatory variables. I have a panel of 90 countries 24 years. I tried it. I created a variable id by country and n1 by year.

Command looks like: npregress kernel x y z i.id i.n1, reps(10) seed(8)

I get the results for time variable but the country id's are not there in the regression output (Effect). Will this approach work?