Dear STATALIST participants,

I am writing to you to ask about fixed effects in cross-sectional data regression. I have a model to evaluate the performance of Private Equity funds. I want to add fixed effects dummy variables based on geography, industry, and time periods (for example, pre-crisis, crisis, post-crisis). How can I do that in STATA? I have read several papers with cross-sectional models involving fixed effects with not only fixed effects dummy variables but even group dummy variables based on vintage, geography, and industry. But I did not really understand how I can implement it in my regression in STATA. Can anyone assist me with this?

Kind regards,
Firangiz Aghayeva