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st: how to access coefficients for each observation in panel data with fixed effects


From   Amy Hieter <amy.hieter@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to access coefficients for each observation in panel data with fixed effects
Date   Mon, 11 Apr 2011 13:44:53 -0400

Hello,

I am trying to get the individual coefficients for each observation in
my panel data set after running xtreg. There are over 3000
observations (ie, counties) over 3 time periods

For example, my regression is:
xtreg depvap var1 var2 var3 +....+ varN, fe robust

I though I might be able to get the coefficients by using:
xi: regress depvar var1 var2 var3 +...+ varN, i.fips      where fips
is the ID for each county.

And I get:
no room to add more variables because of width

However, I do not think I can add more memory based on the output of
"query memory"

settable:                 current value      description
             memory usage
set memory           10M                      max. data space
       10.000M

Therefore,
a) is there another way to get the coefficients per observation?
b) am I misunderstanding the memory output and therefore can still use
the xi command?

thanks,
amy
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