Hello Gabriel. For panel data, you will need to run a loop.
Inside the loop, you can run the structural break test individually for each case in your panel. For example, if your case IDs are stored 1 to 10, then you could write:
foreach i in numlist 1/10 {
quietly regress a b if ID = `i'
estat sbsingle
replace breakdate = real(r(breakdate)) if ID==`i'
}
note that in the last line of loop, you are storing the output of the command in a variable which you will need to have created before running the loop.