sectoral estimation

[waqasilyas]

hi guys, i am doing research on corporate governance and stuck on estimating the sector analysis of KSE Companies. i want to perform a panel data analysis with sectors as crosssection which includes 5 to 10 companies each sector. i performed the analysis taking companies as cross section, it is done but when i try to perform sectoral analysis, i cannot give proper ids to companies in sectors. in short, i want to perform a three dimensional panel data analysis to analyse companies as well as sectors included so that i can estimate the sectors cross section difference in different time period. i tried to load it through datedid option as it recognize companies when i load structured panel data but it does not apply on sectors as it give repeated values error while loading and skip the values. so can anyone suggest me any method to do a sector analysis. should i take average of each sector, compress the data to one observation per year or use excel to analyse sector separately then combine the average values and run as panel data taking sectors as cross sections.