Hi everyone! I need help with a regression in STATA. What I need from you is the

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Hi everyone! I need help with a regression in STATA. What I need from you is the

Hi everyone! I need help with a regression in STATA. What I need from you is the stata file with all the commands and the regression executed. I have a dataset with companies from UK. For each company, I have the difference in hourly pay between men and women, expressed in percentage, which is my dependent variable.  I want to study the relationship between the gender wage gap (the dependent variable) and these three independent variables, how they influence the gender wage gap. My professor says that I must index the categorical variables in STATA. I need your help how to do that?  
I have attached the file with only the variables that I have for the regression. The dependent variable: a continuous variable representing the gender wage gap expressed in percentage for each company(DiffMeanHourlyPercent). The independent variables: an ordinal variable which is the company size divided in categories from 1 to 6 and two nominal variables: the regions represented by codes from 1 to 11 and the industry sector represented by codes from 1 to 20.

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