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st: regression coefficient by group

From   Rui Zeng <>
Subject   st: regression coefficient by group
Date   Mon, 05 Dec 2011 12:18:09 -0600

Dear Statalisters,
 I want to collapse my dataset by a group variable and retain the regression coefficient of the independent variables. In other  words, I'd like to be able to do something like:

by group: egen regression coefficients =regress(var1 var2 var3 var4)
collapse corr12, by(group)

I know I can do:
by group: regress var1 var2 var3 var4
but I want to save the results and do further analysis on them rather than just displaying them.
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