Dear,

I have a set of different dependent variables and a common set of controls. Furthermore, I need to store my results.

I have created my global list (not reported). You can find below my loop script.

xtset classid

local i = 1
foreach var of global y_inv {
xtreg`var' $control1, fe
estimates store m`i'
local ++1
}

However, it is not enough. Now, I need to run regression for different kind of business types. Hence, in a typical regression line, it would be:

xtreg y1 x1 x2 x3 if business==1, fe
xtreg y1 x1 x2 x3 if business==2, fe
xtreg y1 x1 x2 x3 if business==3, fe

How can I add this "if business==" in my loop"? Ok I could run three different loops with the condition If but it is not efficient.