Hey,

I have the problem that I have multiple regressions of years from 1963 to 2004 and I want the mean of all the coefficients instead of the separate coefficient of every year. So, I would like to have 41 observations of the years in one regression.
years earnings lagged earnings (-1 year)
1963 xxx xxx
1964 xxx xxx
…
2004 xxx xxx

Now I have the command: bysort Year (Company_Key): regress defl_Earnings defl_Earnings_sd_L1
Here I get all the separated 41 regressions insteadof the aggregated coefficients of all the years. Thanks in advance!