Am 20.06.2019 um 10:16 schrieb dado.marchello(a)fastwebnet.it: Either you mean fixed effects not only in the cross-section but also in the time dimension: Then you just have to tick the "time dummies" box in the dialog window. (Or in the script command add the --time-dummies option.) Or perhaps there is a misunderstanding: the standard FE estimator uses fixed effects for all units (groups) automatically, not just for a single one. hth, sven