Using stateby to generate new variable

[Issa Almaharmeh]

Dear Statalist
How I can use statsby command to save the coefficients of regression. I want to run a regression for each industry_id in each year, and save the coefficients of x1,x2,x3 as a new variables to use them later ( the coefficients x1,x2,x3 should be the same for the firms with the same industry_id in each year).
my model is :

y= x1+x2+x3

the observations for the explanatory variables from the firms with the same industry_id in each year.
I hope I was clear enough.

[Nick Cox]

statsby, by(industry_id year: regress y x1 x2 x3

[Issa Almaharmeh]

thank you the code work perfectly. How we can adjust the code so the generated file will contain the firms name and the coefficient for each firm?

[Nick Cox]

You're not telling us enough about your dataset to advise.

[Issa Almaharmeh]

Sorry about that. I have unbalance panel dataset. each observation has firm_id, indsutry_ id_ , and year. the firm_id is unique for each firm and the industry_id is the same for the firms within the same industry. the firms industry_id is the same during its life. I attached here sample of my data set to be more clear.

y	x1	x2	x3	indsutry_id	year	firm_name	firm_id
-0.1661	0.0006	0.2778	1.177	28	2003	ABH	2001
0.0036	0.0004	-0.0818	1.438	28	2004	ABH	2001
0.0900	0.0003	0.1088	1.204	28	2005	ABH	2001
-0.2113	0.0002	0.1477	0.959	28	2006	ABH	2001
-0.1290	0.0002	-0.3144	0.082	28	2007	ABH	2001
-0.5733	0.0019	0.9714	0.884	28	2008	ABH	2001
-1.0442	0.0015	0.7703	0.689	28	2009	ABH	2001
1.1014	0.0015	2.2224	0.870	28	2010	ABH	2001
-0.0524	0.0000	0.4367	0.633	33	2004	ACER	2002
-0.0112	0.0000	0.1329	0.489	33	2005	ACER	2002
-0.0577	0.0000	-0.1377	0.346	33	2006	ACER	2002
0.0169	0.0000	-0.0479	0.571	33	2007	ACER	2002
-0.2117	0.0004	1.6679	0.339	44	2005	ACMG	2003
-0.1138	0.0002	-0.0617	0.203	44	2006	ACMG	2003
0.2680	0.0002	-0.0694	0.185	44	2007	ACMG	2003
0.0162	0.0002	1.1136	0.219	44	2008	ACMG	2003
-0.0581	0.0001	0.5760	0.076	44	2009	ACMG	2003
0.1675	0.0000	-0.1819	0.061	44	2010	ACMG	2003
-0.0005	0.0000	0.1555	0.071	44	2011	ACMG	2003
-0.1809	0.0000	-0.0973	0.064	44	2012	ACMG	2003
-0.2377	0.0001	-0.1323	0.096	44	2013	ACMG	2003
-0.5096	0.0002	-0.3802	0.003	87	2002	ACV	2006
0.1224	0.0024	0.0000	0.033	87	2003	ACV	2006
-0.1596	0.0002	-0.0515	1.282	80	2002	AD.	2007
0.1084	0.0003	-0.0424	1.513	80	2003	AD.	2007
0.0099	0.0002	0.1146	2.212	80	2004	AD.	2007
0.1754	0.0001	0.2074	1.264	80	2005	AD.	2007
0.0146	0.0001	-0.0024	0.997	80	2006	AD.	2007
-0.0198	0.0001	0.0477	1.118	80	2007	AD.	2007
-0.0305	0.0001	0.0205	0.844	80	2008	AD.	2007
-0.0186	0.0001	-0.0323	0.757	80	2009	AD.	2007
-0.1884	0.0030	0.9119	0.383	56	2008	ADIL	2008
-0.2084	0.0009	0.1705	0.187	56	2009	ADIL	2008

[Nick Cox]

If there's a one-to-one correspondence between firms and industries, it's a simple merge.