Code:
xtreg zscore lnasset lnassetsq diverse leverage eeffqr DGS10 CPIAUCSL_PCH GDPC1_PC1, fe

Fixed-effects (within) regression               Number of obs     =    298,355
Group variable: cert                            Number of groups  =      4,736

R-sq:                                           Obs per group:
     within  = 0.0179                                         min =         62
     between = 0.0242                                         avg =       63.0
     overall = 0.0227                                         max =         63

                                                F(8,293611)       =     670.17
corr(u_i, Xb)  = -0.0196                        Prob > F          =     0.0000

------------------------------------------------------------------------------
      zscore |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     lnasset |   .4193168   .0420687     9.97   0.000     .3368634    .5017702
   lnassetsq |  -.0071421   .0016294    -4.38   0.000    -.0103357   -.0039485
     diverse |   .0000122    .000058     0.21   0.834    -.0001015    .0001259
    leverage |   -.013206   .0004068   -32.46   0.000    -.0140033   -.0124087
      eeffqr |  -.0001518   8.33e-06   -18.23   0.000    -.0001681   -.0001355
       DGS10 |   .0478444   .0021882    21.86   0.000     .0435557    .0521332
CPIAUCSL_PCH |   .0676272   .0032808    20.61   0.000     .0611969    .0740575
   GDPC1_PC1 |   .0310941   .0008967    34.68   0.000     .0293366    .0328516
       _cons |  -1.795671   .2740217    -6.55   0.000    -2.332746   -1.258596
-------------+----------------------------------------------------------------
     sigma_u |  1.7745564
     sigma_e |  .99459682
         rho |  .76095759   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(4735, 293611) = 196.07              Prob > F = 0.0000