two level HLM for a panel data

[Alex Potter]

Hello all,
I am trying to construct an HLM for panel data. The sample contains 70,000 firm-year observation from 36 countries between 1990 and 2010. To do this, I want to follow the model in picture 1, and then create the Table in picture 2. Could you please give me some advice to create this table?

Picture 1

Picture 2

At the moment, I only know to use the code

mixed LN_Citation_weighted_patent_count Female_director_ratio board_size board_independece ln_ta ln_age tangibility LN_kl LN_RD LN_patent_stock i.industry i.year Female_labor_market Masculinity Ln_GDP stock || Country:, mle

1) how to create the within-country and cross-county effects of firm-level 'Female_director_ratio' on 'LN_Citation_weighted_patent_count' (i.e, colume 1 and colume 2)?

2) How to get 'cross-level interaction'?

3) I control the Year FEs and Industry FEs by using

i.industry i.year

, is that correct?

4) the paper said 'we remove the country- year means from all firm-level observations in xi , j ,t .' and 'include in wj both country-level variables and country-year means of firm-level characteristics (as in xi , j ,t ).' Could you please explain the meaning of this and how to follow this method in the model?

Many thanks in advance for any advice.