Change core functions in multiple linear regression

I am using Multiple Linear Regression with the regress command, but underestimations are more critical than overestimations, so I want to find the coefficients in a different manner. Is there a way to do it besides coding the whole regression model (which I am already doing)?

[John D'Errico]

Short answer: No.

Long answer: NNNNNNNooooooooo.

If you have some specific method in mind, you will need to write your own code.

[Ayca Altay]

Sometimes I miss simple things and later find out I lost my time unnecessarily. I am already writing my own code, but I just wondered if there was a shorter way I was missing. The long answer especially helps a lot.