Dear all,
I am pretty much new for STATA. I'm currently working on my master's thesis. I want to investigate the effect of Vehicle Miles Travelled (VMT) on PM2.5 concentrations. I retrieved a panel dataset of VMT and PM2.5 for each US cities from 2012-2016. I am struggling with the STATA command of how to use the Time fixed effect and the Entity fixed effect at "State" level. I have tried command -xtset ID STATE_ID_N- , where variable "ID" is the id of each US cities and variable "STATE_ID_N" is the State where city is located. However, STATA shows "repeated time values within panel". How could I deal with it? and what is the correct command for

(1) regress VMT on PM2.5 with Time fixed effect,
(2) regress VMT on PM2.5 with Entity fixed effect at "State" level, and
(3) regress VMT on PM2.5 with both Time and Entity fixed.

Thank you
Rus

Here are my dataset Array