Merge the regression coefficients back into the datasat

[Shawn Chen]

Dear researchers,

I had a pooled dataset and ran OLS regression, then I got the overall regression coefficient.
However, I have no idea to merge the regression coefficient back into the dataset.
I guess there is no common key to merge two datasets.

Does anyone know how to deal with this problem?

Thanks in advance.

[Carlo Lazzaro]

Shawn:
welcome to this forum.
I'm not clear with what you're after.
That said, you may want to take a look at -statsby-.

[Shawn Chen]

Hi expert,

Sorry for terrible asking,
let me explain further and give an example below.

sysuse "nlsw88.dta", clear

statsby _b: reg grade age i.c_city

I got the regression coefficient,
but I have no idea to merge the regression coefficient back into the dataset.

Do you know how to deal with this problem?

Big thanks.