For those interested in multiple hypothesis testing, a new version of wyoung is now available on SSC. The updated version allows users to calculate adjusted p-values for multiple variables within the same regression, and also provides better syntax when working with subgroups. Examples and details are available in the help file and on GitHub:
https://reifjulian.github.io/wyoung/

wyoung uses the resampling methodology of Westfall and Young (1993) to control the family-wise error rate when performing multiple inference. For example, the following code calculates adjusted p-values for the regression coefficient beta when estimating a regression model separately for 3 different outcome variables (mpg, headroom, and turn).
Code:
sysuse auto.dta, clear
wyoung mpg headroom turn, cmd(reg OUTCOMEVAR displacement length) familyp(displacement) bootstraps(100)