I am using a fixed effect model for my panel data (9 years, 1000+ obs), since my Hausman test indicates a value $<0.05$. When I add dummy variables for industries that my firms included, they always get omitted. I know there is a big difference when it comes to the DV (disclosure index) among the different industry groups. But I am not able to get them in my model when using Stata.
Any suggestions how to solve this? And why are they omitted?