Cross-sectional regression for a certain date

#1
Hello everybody,

I have Panel data consisting of 35 companies. For each company I have dependent values for three years.
My question is if there is a way to tell Stata to run a cross-sectional regression for a certain date (e.g. 01/01/2013) and show the results before moving on to the next date.

What I like to achieve:
For each date I would like to obtain the cross-sectional regression results and then to average them. This is similar to the Fama/MacBeth approach which is afaik used by xtfmb. Unfortunately I cannot use the xtfmb command due to installation restriction on the university's Computer. It is important to achieve obtain the results for each date as I would like to compare the coefficients and the R2 per day over the time period.

What I could imagine is to xtset the data and run xtreg for a certain date...something like that.

I would appreciate any comment. many many thanks!
 
#2
Maybe as an additonal info:

It would be advantegous if there is a way to tell Stata to qreg the cross-sectional data for a certain data within the panal data