I am doing a regression taking 34 countries for the time period 2010-19. It is a gravity model so there are dummies involved. I want to perform OLS with time effect, OLS with time and country fixed effect and then the same estimation with PPML also. The commands I used for time effect is- regress y x1 x2 x3 i.year and for country and time fixed effect- xtreg y x1 x2 x3 i.year, fe but all the dummies were omitted due to the use of FE model.
Also, I am new to PPML so I don't know how to incorporate time and country fixed effects in PPML in stata.
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