Dear all
I have a dataset with repeat measures on 150 individuals. I want to
fit a linear regression for each individual (to be used in a
subsequent analysis). How can I save the slope coefficients for
each of the 150 regressions?
Use the -parmest- package, downloadable from SSC, which creates an output 
data set with 1 observation per parameter and data on estimates, confidence 
intervals, P-values and other parameter attributes. My Stata Journal 
article (Newson, 2003) summarises some of the things you can do with 
-parmest- output data sets, and can be downloaded as a pre-publication 
draft from my website (see my signature), using either a browser or the 
Stata -net- command.