Panel data estimation

[veni]

Dear Group Members,
Apologies if this question is answered before. Suppose two stocks for whose we study a particular variable using X independent variables. Assume that for each stock, there is a qualitative variable, e.g. "health", "tech" etc based on the sector. My understanding is that we have a column in Excel containing the qualitative feature for the particular sample period. Is it possible to do it differently? E.g. having the variable "sector" containing those two "observations"?

Many thanks in advance,
Veni

[EViews Gareth]

I don't follow this question at all.