I would like to prepare a large table that contains the main coefficient of 25 regression results to check how the results change depending on countries/years. Let my OLS model be y= b0 + b1 x1 + b2 x2 + e where b1 is the coefficient of interest. My sample includes 1000 persons in 5 different countries, spanning from 2001 to 2005. So the sample includes 25 sub-samples. What I would like to do is to estimate the regression for each country-year and collect 25 key coefficients, b1. Then I would like to prepare the following table to get a big picture. Could anybody give me a tip? Thanks for reading.
Year | Country1 | Country2 | Country3 | Country4 | Country5 | |||||
2001 | coeff | t-stat | coeff | t-stat | coeff | coeff | t-stat | coeff | t-stat | |
2002 | coeff | t-stat | coeff | t-stat | coeff | coeff | t-stat | coeff | t-stat | |
2003 | coeff | t-stat | coeff | t-stat | coeff | coeff | t-stat | coeff | t-stat | |
2004 | coeff | t-stat | coeff | t-stat | coeff | coeff | t-stat | coeff | t-stat | |
2005 | coeff | t-stat | coeff | t-stat | coeff | coeff | t-stat | coeff | t-stat |
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