asreg with single variable | Stata

Hi Attaullah Attached is a (slightly) modified version of asreg.ado which now allows for a regression on a single variable. Example:

by permno: asreg ret, newey(6) se

The example above allows one to calculate standard errors of the mean return for each stock - something that might be useful from time to time. Excellent software, btw, thanks for sharing.