Statalist forum,

I am trying to do 4 regression models with fixed effects. However, when I run the regressions, I get omitted values. The first regression is between my dependent and independent variable. The second is between the dependent variable and control variables. Third between dependent variable and dummy variables. The fourth is between all the variables. I have looked into many statalist topics, but I cannot seem to find the answer.

My data consists of 536 observations, with 14 variables.

My code:

xtset OFTICid Year

xtreg Avg_r CMR, fe
eststo model1

xtreg Avg_r CMR LEV Beta LTG MB, fe
eststo model2

xtreg Avg_r CMR EXCH_dummy US_dummy FIL_dummy, fe
eststo model3

xi: xtreg Avg_r CMR LEV Beta LTG MB EXCH_dummy US_dummy FIL_dummy, fe
eststo model4

In the attached files are my dataset and code.

Best regards