Dear Statalist,
How can I save or generate variables for regression coefficients when I
regress data by company and year?
This is the command that I use:
By company year: regress Y X1 X2 X3 X4 X5
If there are 20 companies with 10 years of data each, I will have 200 sets
of coefficients. How do I save those data or generate variables for those
coefficients?
Thanks,
Ferdinand
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