Hi everyone.

I generated the following

Code:
egen firmlevel=group(CompanyID AnnualReportYear)
And then I tried to use the loop command as follows:

Code:
foreach v of varlist Main* {
gen sum`v'=sum(`v'), by (firmlevel)
However, I received the following message:

Code:
option by() not allowed
Does anyone has an idea how I can do it?