st: method to automate saving row-level estimates after estimation in panel data

["Hoffman, George" <ghoffman@mcw.edu>]

Dear statalisters:
I work with panel data sets (individual and time)  extensively and wish to perform the following sorts of analyses:
1. regress (various models but start with linear) y vs x for each individual in the panel
2. save slope (or other estimate result) from each individual-level regression in the data set
3. examine individual slope vs. another independent measure z in the panel

I can:
   xtreg y i.id#c.x
   mat b = e(b)

and get a matrix of estimates, but the matrix does not include z, and I can't figure out how to get the matrix values back into the dataset on a individual level. I could have cut and paste to and from excel already, but there must be a better way.
Help is appreciated; thank you
George Hoffman



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