STATA panel data regression.

Hi all,

I have a serious problem, I'm currently doing my thesis and the deadline is looming, I'm doing a regression analysis of Credit Ratings gainst Market risk of companies over a 5 year period. I'm using the data for roughly 80 companies.

I put the data in panel set using tsset but what I'm unsure of is how to regress the Ratings against the Market risk.
Below is the code I am using. I'm using Ratings as the dependent variable and Market risk (VaR) as the independent variable for each company. Basically that means I have 80 independent variable's and 80 dependent variables.

Is it a case of,
xtreg Ratings Market risk Ratings 1 Market risk 1 etc, fe

xtreg dependentvar independentvar1 independentvar2 independentvar3 . , fe

Thanks in advance,

Hey there,

It is not clear to me whether you want to do a panel regression (in which case you want to xtset your dataset) or analyse the data using VaR models. Maybe you need to clarify this.