Hi everyone,

I have run the following regressions using the loop command which works just fine:

Code:
foreach y in `ylist' {
eststo: quietly reg `y' `xlist' `xlist_2'
}
However, I now would like to run the same regressions, but this time I would like to use the lagged structure of independent/control variables (t-1).
I added "L." to the "xlist" in the above loop but this resulted in lagging only the first variable in the "xlist":

Code:
foreach y in `ylist' {
eststo: quietly reg `y' L.`xlist' L.`xlist_2'
}
I would like to lag every single variable in the "xlist" and "xlist_2". Any suggestions?