obtaining coefficients after regressions

[Michelle Li]

Hi all,
I am running a model where one of the variables is the coefficient from the other model. Please see the attachment for the two models. Specially I need to run a regression based on model (1) and then the coefficient on log(EPU) is the variable of interest in model 2. By the subscript of the beta in model 2, I will need a beta for each i and t. However don't I just get one scalar beta from modle 1? Am I thinking wrong here?

Also once betas are estimated after the regression, how do I obtain the betas for each i and t from Stata?

Thank you very much for your help

[Clyde Schechter]

I recommend you read the Forum FAQ for excellent advice on how to post here in ways that facilitate others' efforts to help you and maximize your chances of getting a timely and helpful response. Among the things you will learn there are:

1. Attachments are, in general, discouraged. Attachments of Microsoft Office documents, especially Word documents, are particularly discouraged because they can contain active malware. Consequently some Forum members who respond to questions frequently avoid downloading such attachments from people they don't know.
2. The best way to show results you have generated in Stata is to copy/paste them directly from the Results window or your log file into the Forum editor, surrounded by code delimiters. The use of code delimiters is explained in FAQ #12.
3. When asking for help with code, it is usually best to also show example data, and the only truly helpful way to do that is with the -dataex- command. It, too, is explained in FAQ #12.

Now, it is possible that somebody will run the risk of opening your attachment and respond. But if you do not receive an answer to your question in due time, you would be best off re-posting following the advice I have just given.