Hey,

I'm running panel data regressions, but I want to find out the coefficients for each country separately.

So for example I use: xtreg y x i.countryid i.time, fe

Now the coefficients are same for all the countries. Is there a possibility to get to the coefficients for each country, beside running a time series regression for each country (I don't really want to do this)?

Thank you in advance

Flora