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st: Basic question on "estimates"

From   "Pancho Villa" <[email protected]>
To   [email protected]
Subject   st: Basic question on "estimates"
Date   Tue, 26 Sep 2006 15:26:25 -0400

I browsed the list archives for an answer to this.  Unfortunately, the
related material I found was too advanced for my limited Stata skills
and my little problem:

I'm using the "by" command to sub-sample my data and run a bunch of
regressions (hundreds) and I'm interested in listing (as columns
indexed by my "by" variable) the estimated coefficients, the t values
of some of the regressors, and the adj-R2s in a text format so that I
can open them with Excel, etc.  That's it.

I cannot use "estimate store" because it only saves the estimates of
the last regression.  I don't want to run each regression separately
to be able to store each set of estimates and then tabulate them all.

What would you do?

Thanks in advance,

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