I have an unbalanced panel data. I examine 850 mutual funds during the period of 2000-2013.

I ran regressions to estimate performance by using Carhart 4 factor model. Specifically, I have used the Carhart alpha in the prior 12 months as a measure of risk-adjusted performance. Thus I ran regression every year for each company. After that I have obtained a number of outputs where I have coefficients and other stuff.

My question - how to save constants (i.e. alphas) as a new variable?

What command should I use to correctly get alphas for each fund based on prior 12 month observations? I need them in further analysis.

I would be very grateful for any advice on how to deal with this issue!