I am trying to get the distribution of firm fixed effects (acquirer FE) when I also have in the regression year FE. Does anyone know how to get them isolated? So far I only know how to use the following code, but I think it includes both acquirer and year FE.
year_and_cusipgroup is a concat of year and cusip_group, which is a group variable for cusip, my company id.
Code:
xtset year_and_cusipgroup xtreg car, fe i(year_and_cusipgroup) predict year_and_cusipgroup_1, u
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