I have 10 dependant variables, y1-y30, and its respective lagged variables, lagy1-lagy30. I would like to regress one dependant variable on its specific lag variable and five other fixed controls, e.g. regress y1 lagy1 x1-x5. How can I write a loop code to run the 30 regressions and store the estimates respectively?

Currently, I wrote the following code, and the problems are 1) there are some meaningless regressions, e.g. regress y1 lagy2 x1-x5; 2) the estimates could not be stored.


local dependant y1-y10
local independant lagy1-lagy10
local x = 1
foreach p of local dependant{
foreach q of local independant{
regress `p' x1 x2 x3 x4 x5 `q'
est sto m_`x'
local x = `x' + 1
}
}

This is the first time I write loop code in STATA, and I checked previous posts but still could not find a solution. I really appreciate any help or comments. Thank you very much for the time and considerations!