This whole business -- let's call it the
reporting problem, namely, how best to produce, collate
and report a lot of related results -- is of course
of great concern to many users. It is much of what
most of us _do_ with Stata, perhaps most of what
some of us do, and all of what a few of us do.
One short answer to Ronnie's question is to check
out Roger Newson's paper on his set of programs.
That paper will be forthcoming in Stata Journal 3(3)
or Stata Journal 3(4), but a pre-publication copy
will no doubt be available somewhere soon, if not
already.
The paper Nick is talking about is "Confidence intervals and p-values for
delivery to the end user". A pre-publication draft of this paper is
available as of today on my website at