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st: Create new variable with betacoeff of reg model

Subject   st: Create new variable with betacoeff of reg model
Date   Sun, 19 Aug 2012 17:12:06 +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,
Mehmet Altun

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