st: Create variable from regression coefficients in panel databases

["Veronica Escudero" <escudero@ilo.org>]

Dear Statalist,

I would like to create a variable with the regression coefficients of
my regression so I can use it for further analysis, but I'm having
trouble doing that for the panel of 32 countries with 20 year
information for each of them. What I would like to do is this:

1. Run a simple OLS reg but not on the overall sample but rather by
country (the idea would be to have one coefficient per country)
2. Capture the country-specific coefficients of my independent variable

3. Build a variable with those coefficients.

I've tried to use some of the recommendations posted already in
Statalist, but didn't manage to do exactly what I wanted.

I tried for example:

- gen var = _b[gr_gdp]  // after running the regression by country. But
this collects the coefficient of the last country of my sample and
creates a variable with that coefficient.
- statsby _b, by(country1): reg gr_policy gr_gdp // and this captures
all the coefficients per country but then I would have to manually copy
each coefficient as many times as years I have in my database.

Would you have any piece of advice for me?

Thanks a lot,

Veronica

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