I need to perform an operation on several long series of data. It works
fine on an single data set.

And I'm able to generate the thousand or so sets of addresses -
F3:F252,C3:C252,AM41, etc. that I need. Unsurprisingly, though,
VBA/Excel protests that if I copy a thousand lines like that into a
macro I get a procedure that is is too large.

The elegant way to do what I want is to instruct Excel to perform the
regression, and then move one line down in a lookup table to change the
references and then run it again.

Long ago I recorded macros in Lotus123 that would pick up an
instruction to go, e.g. 1 line down and repeat something we'd done
before and I vaguely understand what the structure of what I need would
look like.

Can anyone advise me as to what I should be doing?

PS. This repeats an earlier appeal for help that sadly went unanswered.
The operation I'm performing is
Application.Run "ATPVBAEN.XLA!Regress", ActiveSheet.Range("F2:F251"),
ActiveSheet.Range("C2:C251"), False, False, ,
ActiveSheet.Range("AM21"), False, False, False, False, , False.