I would like to ask how to create a new dataset from r(name) after a r-class command

I am analyzing election effects on public investment at village level. My data is a panel data including 60 villages for 13 years.

I am doing a placebo tests by creating a false election dummy variable. The simulation exercise 500 times.

Using difference-in-difference regression, I can obtain estimates for false election dummy for each exercise. I use the command "parmest" to convert estimation coefficient of false election dummy to a new dataset.

I used boottest with Webb weights to obtain p value after each regression. This is to control serial correlation with each cluster (small number of clusters in my dataset). The result can be stored in r (p).

The problem I came across is that I do not know how to create a new dataset from the r(p) each time. As the boottest needs to run 500 times, I am not able to use “return list” to access the r(p) each time manually.

I am very appreciated for your kind help!

Stella Shu