Hello. This is my first post here so please feel free to give suggestions on how to format the post, explain my problem, or anything else.

I have been trying to retrieve the coefficients and p-values (or t-statistics if that is easier) from (reg empratio year if naics == `i') and put them all into a table along with their corresponding NAICS codes. The macro `i' above indicates which data is included in each regression. So for each NAICS code there would be one row that contains information from the regression of empratio (ratio of California to non-California employment for the given NAICS designation) on the year of the observation. I am hoping for the table to have the following format:
naics Beta (from reg empratio year if naics == `i') p-value
311111 .0010051 0.766
311119 .0003909 0.055
311212 0.0084305 0.005
... ... ...

It would include ~252 rows, each uniquely corresponding to a NAICS code (value of naics), with each NAICS code being followed in the row by the result of the year coefficient when empratio is regressed on year. I would also like to be able to save it as an excel file or a new .dta file.

Here is some sample data:

Code:
* Example generated by -dataex-. For more info, type help dataex
clear
input float(naics year empratio)
311111 2000  .1054219
311111 2001 .09380454
311111 2002 .09960062
311111 2003 .10409006
311119 2000 .06462295
311119 2001 .06923293
311119 2002 .07656486
311119 2003 .08883994
311212 2000  .4896099
311212 2001  .3780575
311212 2002  .3419106
311212 2003   .385101
311225 2000 .13741311
311225 2001 .12030268
311225 2002 .13152106
311225 2003  .1190995
311340 2000 .10173257
311340 2001 .10152242
311340 2002 .10921299
311340 2003 .13685288
end
In the complete dataset I have many more possible values of naics and year (252 unique NAICS codes and 15+ rows corresponding with each of them). There are no rows that have both the same naics and the same year as another row. After a couple of hours of searching for a way to do this I am very stuck. It seems like I will want to use something along the lines of a foreach loop, but beyond that I am not too sure.

Code:
levelsof naics, local(lvls)
foreach i in `lvls' {
     reg empratio year if naics == `i'
     
}
Thank you for any help or clarifying questions you might have.