Dear all,

I have a basic Fama French Model and I need help to save the beta coefficients of each year for each company in a new variable. My dataset contains 1000 companies and 15 years (unbalanced). So I want to store for every company for every year the beta coefficient in a new variable.

My model looks like this:
Y = Alpha + Beta1 x Market + Beta2 x SMB + Beta3 x HML + e

I want to store for every company for every year the beta coefficients in a new variable. Is there a simple way of doing this?

Thank you in advance!

BR
Corn