I am really new to Stata and I need to estimate the following empirical specification on Stata for my thesis:
Array
I thought about using a fixed effect model but I don't think that I can do that because I need to calculate the residual for each year ( meaning that I need to run the regression to estimate the residuals for year 2019, 2018, 2017 etc.).
Is there a way I can estimate the aforementioned specification in Stata? Can I use the areg command ?
Thank you for your help I really appreciate it