panel data regression

[Flora Oblasser]

Hey,

I'm running panel data regressions, but I want to find out the coefficients for each country separately.

So for example I use: xtreg y x i.countryid i.time, fe

Now the coefficients are same for all the countries. Is there a possibility to get to the coefficients for each country, beside running a time series regression for each country (I don't really want to do this)?

Thank you in advance

Flora

[Carlo Lazzaro]

Flora:
I'm not sure I get what you are after, but you may want to try:

bysort countryid: xtreg y x i.time, fe

[Phil Bromiley]

To add to Carlo's suggestion, one might also consider

xtreg y c.x i.countryid i.countryid#c.x i.time, fe

You don't say what your panel is - if it is something within countries that doesn't switch countries, you'll have trouble with i.country as a regressor (but it could work in the interaction).

[Flora Oblasser]

Thank you guys!