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st: Use fixed-effects' coefficients in a second regression

From   Fabien Bertho <[email protected]>
To   [email protected]
Subject   st: Use fixed-effects' coefficients in a second regression
Date   Thu, 20 Jan 2011 15:22:33 +0100 (CET)


I would like to run an estimation in two steps. The first step consists in running a regression with control variables and country fixed effects. Then, I would like to convert fixed-effects&#8217; coefficients in variables in order to use them as dependent variables in a second regression.

I think it is possible with the command &#8220;statsby&#8221; but I cannot find how. Could you help me please?

Tank you.

Best Regards,


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