Comparative study in between firms belonging to various industries from four countries

[Abid Jahangir]

i am doing a comparative study and my data involves 553 firms from 4 countries and 62 industries, over a period of 12 years. since my objective is to capture the differences in the behavior of relationship among dependent and independent variables in different countries and different industries, how should i approach this problem in stata?

[Carlo Lazzaro]

Abid:
see -xtreg-.