Hello,

I want to do a regression with one dependent variable and an independent variable and a few other variables to control for. In addition I want to control for industry- and year-fixed effects. I have a sample consisting of loan pricing data including the borrower company, the lender, the industry in which the firm operates, the year the loan was taken etc. and I want to show which loan characteristics influence the loan spread using an OLS regression. I have multiple firms operating in the same industry. I already grouped the industry by looking at the 2-digit SIC code leaving me with 10 industry dummies. Now I am not sure how to do a regression and controll for industry- and year-fixed effects.
The command -xtset sic_group year- does not work it returns the error "repeated time values within panel", therefore I cannot continue using the command -xtreg, fe-


Thanks!