Dear Statalist,

I need to have estimated value of an independent variable for a panel data set
for particular coutry, year and industry though regressing on each cross-section sub sample.
My dateset looks like follows

year country industry y_value x values

2000 country1
2000 country2
...
2001
...
...
2010

I want to know whether
Code:
bysort country year industry: regress y xvariables
predict yhat,xb
works for this?