I decided I rather liked the idea of being able to do this using a by-style prefix, so I have just sent a new package that will do this to SSC.
The command will then become...
bystore region: regress tempjan tempjuly
storing the results with names _ENE, _EN_Cntrl, _ESouth and _EWest.
David
[email protected]
-----Original Message-----
In addition to -statsby-, you could also use -estimates store-.
In this case, you will need to break up your -by region...- bit to something like:
forvalues r=1/4 {
	regress tempjan tempjuly if region==`r'
	est store reg`r'
}
est table reg1 reg2 reg3 reg4, stats(N ll rmse)
-----Original Message-----
How do I save the results of estimating a regression conducted using the 
by varlist: construct? e.g.
webuse citytemp3
by region, sort: regress tempjan tempjuly
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