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st: saving coefficients and P-value of individual regressions as new variables


From   Dechuan Li <dl276@management.bath.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: saving coefficients and P-value of individual regressions as new variables
Date   Tue, 9 Apr 2013 17:15:32 +0100

Dear Statalisters, 

I wanted to run individual regressions by company for a panel data. so I did:

by company name: reg y x

Is that a way on Stata to extract/save the coefficients, t-statistic and the p-value of each regression in columns as new variables?

Many thanks, 

Dechuan Li 
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