Panel Data Analysis

Hello,

I am having some difficulty to run my main multiple regression model. The dependent variable of my multiple regression model (main) is derived from another multiple regression model (First model). The data for the model (s) are based on 9 industries over a period of 10 years and the final sample consists of 204 companies and firm year observations total 1940. I know when I regress my first model I would get beta, coefficient, standard error and p values (4 for each explanatory variables), but which values can I use from the output table to regress my main model and how can I replace any of those 4 values (for example: either coefficient or standard error) to get 1940 observations as dependent variables to regress my main model? Or, is there any other way to use my first model as dependent variable for my main model. I hope I have explained my problem this time properly.




First model to get the dependent variable for the main model:

TA _it-1 = β0 (1 / A _it-1) + β1 [(ΔREV _it - ΔREC) / A _it-1)] + β2 (PPE _it / A _it-1) + β3 ROA _it-1 + ε_it



The main model:

AMit = β₀ + β₁ MINTHR_it + β₂ TRGBON_it + β₃ MAXBON_it + β₄ CEOOWN_it + β₅ INSTOWN_it + β₆ RMUCIND_it + β₇ BSIZE_it+ ε_it


Any help would be appreciated.

Many thanks.

Kind regards,
M Tahir