Dear Statalist,

Following is the code for firm and year fixed effect using xtreg

[CODE] xtset companyid year_
xtreg Y X1 X2 X3 i. year, fe [CODE]


May I know how can I change this model to etimate it using wls (weighted Least Squares) ?
I know I can use ..., be wls instead of fe. But, I what to know how can I keep ....,fe and still use wls in the same xtreg