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st: From: ma9545@bdvb.de


From   owner-statalist@hsphsun2.harvard.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: From: ma9545@bdvb.de
Date   Sat, 18 Aug 2012 20:13:54 +0200 (CEST)

Hi Statalist,

I want to generate a new variable containing the value of the
beta-coefficient for each country, each year. The dataset includes 81
countries for the period 2001-2007.

My regression looks like:
"reg performance firmvariables i.countryID i.year";

The problem I have is:
I have country-dummies and year dummies (using factor variable operator
i.). I want the beta-coefficient to be
calculated for each year AND each country. Based on the beta-coefficients
i will generate a new independant variable (country-year) for another
model. The new variable
should only have one value for each country and year. e.g.: a
betacoefficient value based on my regression model for Germany 2001,
Germany 2002, Germany 2003...USA 2001, USA 2002, USA 2003...

Thanks for any suggestion in advance,
MA

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