Dear All, Suppose that I run the regression
Code:
webuse grunfeld, clear
reg invest mvalue kstock i.company i.year
with results
Code:
 reg invest mvalue kstock i.company i.year

      Source |       SS           df       MS      Number of obs   =       200
-------------+----------------------------------   F(30, 169)      =    110.98
       Model |  8907796.87        30  296926.562   Prob > F        =    0.0000
    Residual |  452147.043       169  2675.42629   R-squared       =    0.9517
-------------+----------------------------------   Adj R-squared   =    0.9431
       Total |  9359943.92       199  47034.8941   Root MSE        =    51.725

------------------------------------------------------------------------------
      invest |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      mvalue |   .1177158   .0137513     8.56   0.000     .0905694    .1448623
      kstock |   .3579163    .022719    15.75   0.000     .3130667    .4027659
             |
     company |
          2  |   207.0542   35.17275     5.89   0.000     137.6197    276.4887
          3  |  -135.2308   35.70897    -3.79   0.000    -205.7239   -64.73772
          4  |    95.3538   50.72211     1.88   0.062    -4.776741    195.4844
          5  |  -5.438636   57.83052    -0.09   0.925    -119.6019    108.7246
          6  |   102.8886   54.17388     1.90   0.059    -4.056071    209.8333
          7  |   51.46657   58.17922     0.88   0.378    -63.38505    166.3182
          8  |   67.49048   50.97092     1.32   0.187    -33.13125    168.1122
          9  |   30.21752   55.72307     0.54   0.588    -79.78542    140.2204
         10  |   126.8371   58.52545     2.17   0.032     11.30197    242.3722
             |
        year |
       1936  |  -19.19741   23.67586    -0.81   0.419    -65.93593    27.54112
       1937  |  -40.69001   24.69541    -1.65   0.101    -89.44122    8.061213
       1938  |   -39.2264   23.23594    -1.69   0.093    -85.09647    6.643667
       1939  |  -69.47029   23.65607    -2.94   0.004    -116.1698   -22.77083
       1940  |  -44.23507   23.80979    -1.86   0.065      -91.238     2.76785
       1941  |  -18.80446     23.694    -0.79   0.429     -65.5788    27.96987
       1942  |  -21.13979   23.38163    -0.90   0.367    -67.29748    25.01789
       1943  |  -42.97762   23.55287    -1.82   0.070    -89.47334    3.518104
       1944  |  -43.09876    23.6102    -1.83   0.070    -89.70766    3.510134
       1945  |  -55.68303   23.89561    -2.33   0.021    -102.8554   -8.510689
       1946  |  -31.16928   24.11598    -1.29   0.198    -78.77665    16.43809
       1947  |  -39.39223   23.78368    -1.66   0.100    -86.34361    7.559141
       1948  |  -43.71651   23.96965    -1.82   0.070    -91.03501    3.601991
       1949  |   -73.4951   24.18292    -3.04   0.003    -121.2346   -25.75559
       1950  |  -75.89611   24.34553    -3.12   0.002    -123.9566    -27.8356
       1951  |   -62.4809   24.86425    -2.51   0.013    -111.5654   -13.39637
       1952  |  -64.63233    25.3495    -2.55   0.012    -114.6748   -14.58987
       1953  |  -67.71796   26.61108    -2.54   0.012    -120.2509   -15.18501
       1954  |  -93.52622   27.10786    -3.45   0.001    -147.0399   -40.01257
             |
       _cons |  -86.90019   56.04663    -1.55   0.123    -197.5419    23.74149
------------------------------------------------------------------------------
Is there a simple way to obtain the sum of the coefficients on all company and year dummies?