Hello, I want to run a regression in which the explained variable is the bond coupon and there are some explanatory variables, such as size of the issuance, tenor, etc. I want to know if one specific characteristic has a significant impact on the coupon rate, this characteristic will be identified with a dummy variable. My database, so it is not complete yet, so this variable is not there yet.

I thought the best way to run this regression was through an entity fixed effects model, controlilng both for issuers id and month of the issuance, something like: π‘Œπ‘–π‘‘ = 𝛼𝑖 + 𝛽𝑋𝑖𝑑 + 𝑒𝑖 + 𝑒𝑖𝑑. However, as you can see below, I have more than one time period for each issuer (one issuer issued more than one bond in the same month). So, when I tried to use 'xtset id month', I got the error message 'repeated time values within panel'. I know this is probably more of an lack of knowledge regarging which is the most appropriate model, but I would like to know if there is any advice you could give me?

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input str6 ticker double(coupon issuedate size) byte tenor float(mnth id logsize)
"ACCES"    15.5 21625.874675925923   33998957  5 21625  1  17.34184
"ADB"       4.4 18366.874675925923  367149939  2 18366  2  19.72128
"ADB"      7.18 18366.874675925923  195806943  3 18366  2  19.09264
"ADB"        .5 18533.874675925923   56103825  7 18533  2 17.842714
"ADB"        .5 18533.874675925923   30614167  7 18533  2 17.236973
"ADB"      4.35 18533.874675925923  104088416  4 18533  2  18.46075
"ADB"      7.02 18533.874675925923   15312514  4 18533  2 16.544182
"ADB"      3.14 19133.874675925923   14366736  4 19133  2 16.480427
"ADB"      2.81 19387.916342592594   28223921  4 19387  2  17.15568
"ADB"      3.41 19584.874675925923   30717117  4 19584  2  17.24033
"ADB"     2.125 20165.874675925923  5.000e+08 10 20165  2  20.03012
"ADB"      6.71 20221.874675925923    2338831  3 20221  2 14.665162
"ADB"         1 20681.874675925923  8.000e+08  3 20681  2  20.50012
"ADB"      1.75 20681.874675925923  5.000e+08 10 20681  2  20.03012
"ADB"     2.625 20907.874675925923   50000000 10 20907  2 17.727533
"ADB"         6 20962.874675925923   83070277  4 20962  2 18.235197
"ADB"      1.57 20963.874675925923   10200000  5 20963  2 16.137897
"ADB"         2 20963.874675925923   40564903  5 20963  2 17.518414
"ADB"      9.55 20963.874675925923   49547852  4 20963  2 17.718449
"ADB"     1.875 21040.874675925923  7.500e+08  5 21040  2 20.435583
"ADB"     2.375 21040.874675925923  5.000e+08 10 21040  2  20.03012
"ADB"      3.18 21137.916342592594   16889951 10 21137  2  16.64223
"ADB"      1.47 21209.916342592594   23864070 10 21209  2 16.987885
"ADB"      1.95 21264.874675925923   12903558  2 21264  2 16.373014
"ADB"      2.25 21303.874675925923   12903558  2 21303  2 16.373014
"ADB"       .37 21360.874675925923  334096983  5 21360  2  19.62694
"ADB"       .35 21380.874675925923  620880201  7 21380  2  20.24665
"ADB"     3.125 21452.874675925923  7.500e+08 10 21452  2 20.435583
"ADB"      2.45 21565.916342592594  749913861  5 21565  2  20.43547
"ADB"      .295 21737.874675925923  467735777  7 21737  2 19.963413
"ADB"       1.6 21809.874675925923  148631576 11 21809  2  18.81698
"ADB"       1.5 21825.874675925923   98006546  3 21825  2 18.400545
"ADB"      .625 21839.874675925923  296450889  7 21839  2 19.507393
"ADB"         0 21845.874675925923  776100251 10 21845  2  20.46979
"ADB"        .8 22117.874675925923   50000000 10 22117  2 17.727533
"ADB"       .29 22200.874675925923   47728140  8 22200  2 17.681032
"ADB"     10.12 22236.874675925923    8336391  2 22236  2  15.93614
"ADB"      10.1 22236.874675925923   21945745  2 22236  2 16.904083
"ADB"      .253 22300.874675925923  143184421  7 22300  2 18.779644
"ADB"      .603 22312.874675925923   36218011 30 22312  2 17.405067
"ADB"         6 22315.874675925923   75011720  5 22315  2 18.133156
"ADB"       .75 22320.874675925923  941477743  5 22320  2  20.66296
"ADB"      .715 22333.874675925923   41392013 30 22333  2 17.538599
"ADB"       .92 22334.874675925923   51740016 40 22334  2 17.761742
"ADB"     .8325 22342.874675925923   36218011 30 22342  2 17.405067
"ADB"       4.7 22350.874675925923   53843392  3 22350  2  17.80159
"ADB"      2.15 22532.874675925923  133606703 10 22532  2 18.710411
"ADB"       1.8 22532.874675925923  140524399 15 22532  2 18.760891
"ADB"        .6 22627.874675925923   38367096  2 22627  2 17.462711
"ADB"      14.5 22936.874675925923    7337761  2 22936  2 15.808544
"ADNA"    4.375 22530.874675925923  7.500e+08  3 22530  3 20.435583
"ADNA"    4.375 22530.874675925923  7.500e+08  3 22530  3 20.435583
"ADNARE"  4.625 21836.874675925923  3.625e+08 20 21836  4 19.708534
"ADNARE"  4.625 21836.874675925923  3.625e+08 20 21836  4 19.708534
"ADNGN"    6.25 21709.874675925923  5.000e+08  6 21709  5  20.03012
"ADNGN"    6.25 21709.874675925923  5.000e+08  6 21709  5  20.03012
"AESOC"  4.7133 21655.874675925923  120223159 10 21655  6  18.60486
"AESOC"  4.7133 21655.874675925923   33550867 10 21655  6 17.328573
"AFDB"     4.52 18349.874675925923   61384460  4 18349  7 17.932667
"AFDB"     4.68 18408.874675925923   56611583  4 18408  7 17.851725
"AFDB"     4.35 18408.874675925923   26820632  4 18408  7 17.104683
"AFDB"       .5 18470.874675925923    7135164  7 18470  7 15.780546
"AFDB"     4.42 18499.874675925923   11462412  3 18499  7 16.254583
"AFDB"       .5 18533.874675925923    7514248 10 18533  7 15.832312
"AFDB"       .5 18562.916342592594    6154319  6 18562  7 15.632665
"AFDB"     3.71 18562.916342592594   28560046  4 18562  7 17.167519
"AFDB"      4.8 18562.916342592594   45594931  4 18562  7 17.635307
"AFDB"      .75 19648.874675925923  5.000e+08  3 19648  7  20.03012
"AFDB"     1.75 19793.874675925923   89266585  5 19793  7 18.307138
"AFDB"    1.375 20438.916342592594  5.000e+08  3 20438  7  20.03012
"AFDB"     .375 20788.916342592594  114729422  6 20788  7 18.558086
"AFDB"      3.5 20802.916342592594   94583730 15 20802  7 18.364996
"AFDB"        3 21523.916342592594  5.000e+08  3 21523  7  20.03012
"AFDB"     .375 21649.874675925923  190912562  5 21649  7 19.067326
"AFDB"      .25 22391.874675925923   95456281  5 22391  7  18.37418
"AFDB"     .823 22685.874675925923  143184421  5 22685  7 18.779644
"AFFNN"   1.205 22187.874675925923  158881474  5 22187  8 18.883669
"AGBKC"    4.15 20380.916342592594   85178875  2 20380  9 18.260263
"AGBKC"    2.75 20380.916342592594  5.000e+08  5 20380  9  20.03012
"AGBKC"   2.125 20380.916342592594  4.000e+08  3 20380  9 19.806974
"AGBKC"     2.4 22937.874675925923 2071851821  3 22937  9  21.45171
"AGBKC"     2.4 22937.874675925923 2129471890  3 22937  9  21.47914
"AGBKC"     2.8 22937.874675925923  690617273  5 22937  9 20.353096
"AGBKC"     2.8 22937.874675925923  709823963  5 22937  9  20.38053
"AGBKCK"   2.25 22704.874675925923  3.000e+08  5 22704 10  19.51929
"AGBKCK"      2 22704.874675925923  6.000e+08  3 22704 10  20.21244
"AGBKFH"   3.68 21702.874675925923  483691533  3 21702 11  19.99696
"AGDBC"    3.79 20808.916342592594 1612305112  3 20808 12  21.20093
"AGDBC"    4.48 21138.916342592594 1612305112  2 21138 12  21.20093
"AGDBC"    3.18 21858.874675925923  348063375  3 21858 12 19.667894
"AGDBC"       2 22545.874675925923 1419647927  2 22545 12 21.073675
"AGSPA"      .5 22572.874675925923  103480033  5 22572 13  18.45489
"AGUA"     8.65 20997.874675925923  206675622 10 20997 14  19.14666
"AGUAS"     1.8 21257.874675925923   57039000  7 21257 15 17.859245
"AGUAS"     2.5 21622.874675925923   76052000 25 21622 15 18.146929
"AHWLIA"   3.99 21739.874675925923   85178875  3 21739 16 18.260263
"AHWLIA"    3.8 22822.874675925923   88018171  3 22822 16 18.293055
"AIAUT"    1.75 22656.874675925923  1.000e+09  5 22656 17 20.723267
"AIAUT"    1.75 22656.874675925923  1.000e+09  5 22656 17 20.723267
"AJBAN"     4.6 21502.916342592594   41437036  3 21502 18 17.539686
end
format %tdnn/dd/CCYY issuedate
Thanks a lot!