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st: RE: From: [email protected]


From   "Lachenbruch, Peter" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: From: [email protected]
Date   Sat, 18 Aug 2012 22:47:15 -0700

Dear Mr. Anonymous (I assume that's what the MA stands for)
there's been quite a flap about anonymous posting.  Please repost with your real name.

________________________________________
From: [email protected] [[email protected]]
Sent: Saturday, August 18, 2012 11:13 AM
To: [email protected]
Subject: st: From: [email protected]

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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