Saving regression's coefficient

[Issa Almaharmeh]

Hi All,
I have the following model which

Y=A+B1X1+B2X2+B3X3+E

I need to run it for each firm in the same industry_id in each year. After running the this model I need to use the estimated coefficient of this model a1,a2, and ,a3 to calculate other variable as follow

F=A+B1X1+B2X2+B3X3

, so the new variable is F.
sorry if I wasn't clear but I'm tried my best.
Thank you in advance for your comments and suggestion

[Carlo Lazzaro]

Issa:
googling with the string -storing regression coefficients Stata- gives back some promising entries.

[Nick Cox]

Issa: This is the third outing for what seems to be the same question.

In reply to your first version http://www.statalist.org/forums/foru...ents-on-a-mode Clyde Schechter already made the excellent suggestion to look at statsby.

Note that a separate regression for each firm and each year will only work if you have enough observations to fit the model.