Pooled regression in panel data , run sperate regression ? how?

[Deanna Brown]

Dear
I am in now in STATA, I want to run first pooled OLS for my panel data (T=40,N=30).

Then I want to estimate N group-specific OLS regressions ??? Sperate regression for each countries ??? How I can do these steps

I am new in STATA and I really need help from Expert

Thanks

[Carlo Lazzaro]

Deanna:
welcome to this forum.
Since you have a T>N panel dataset, your best bets are: -xtgls- and -xtregar-.

[Deanna Brown]

Dear Carlo Lazzaro

Thanks the forum is very useful for all researchers

I have another question
How I can create T-1 year dummies in first difference and use it is FD-OLS?

[Carlo Lazzaro]

Deanna:
see -tsset-.