log using many-subsets.log,text replace
set rmsg on
local nobs 100000
set obs `nobs'
gen x=runiform()
gen y=1+x+runiform()
gen n =_n

reg y x

save test,replace

postfile reg regnum constant bofx using reg,replace
generate smpl=.
forvalues i = 1/`nobs' {
  quietly {
    replace smpl = 0
    replace smpl = 1 if inrange(_n,_n-9,_n)
    reg y x if smpl
    post reg (`i') (_cons) (_b[x])
  }
}
postclose reg
use reg,clear
summarize

use test,clear
tsset n
rolling _b[_con] _b[x] ,window(10) clear nodots : regress y x
summarize

gen t = _n
asreg y x ,window(t 10

program myprog
  quietly {
     regress y x
     gen b_cons = _b[_cons] 
     gen b_x    = _b[x    ]
  } 
end

use test,clear
rangerun myprog, interval(n -10 0)
summarize if n>9

rm test.dta
rm reg.dta
exit