Dear all, I have a panel dataset with 50 stocks and 43 quarters. Given below is a subset of my data:

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input byte(stock_id quarter_id) float(hilq milq silq sreturns2 mreturn quarter)
1  1 -.000945 -.001977 -.060853 .0057447 -.004129 196
1  2 -.016495 -.017803  .021513  .398905  .338014 197
1  3 -.023522 -.010193 -.017744 .0262621  .158007 198
1  4  .002261 -.006216  .033642 .0061847   .02288 199
1  5  .007373 -.001361 -.101829 .1435154  .003225 200
1  6 -.015843 -.015433  .047228 .0027122   .00415 201
1  7  .009688 -.007428 -.086423 .0307565  .138244 202
1  8 -.003889  .005306  .031885 .0240367  -.00145 203
1  9  -.00791 -.012367 -.016323 .0032671 -.054027 204
1 10  .018547  .012101   .00856 .0176206 -.031144 205
1 11  .012814 -.002074 -.052165 .0064068 -.129589 206
1 12 -.000351  .002618  .129298 .1019256 -.047551 207
1 13 -.000585 -.001037 -.021151 .0262621  .132853 208
1 14  .015043  .009127 -.039384 .0247864 -.007361 209
1 15 -.021692 -.015642 -.086477  .005974  .077384 210
1 16 -.001131 -.012856 -.000125  .001093  .032057 211
1 17  .020391 -.005037 -.049844 .0001401 -.046134 212
1 18  .031266  .026341 -.011125 .0012219   .02387 213
1 19 -.014713 -.014641  .008165 .0204779 -.028117 214
1 20 -.008725 -.009533 -.157707 .0150738  .086772 215
1 21 -.020935 -.008418  .001065 .0466575  .061923 216
1 22 -.006657 -.008348  .003624 .0680604  .124396 217
1 23 -.007203 -.002709 -.032947 .0101344  .042328 218
1 24  .003628  .002512 -.057455 .0154354  .041557 219
1 25    -.003 -.016138  .051324 .0007872  .024681 220
1 26  .007095  .002262 -.011045 .0007025 -.025687 221
1 27  .010348  .006321 -.009102 .0048818 -.061494 222
1 28 -.022439 -.013512 -.009013  .027452 -.000572 223
1 29 -.016555 -.011854 -.005836 .0059535 -.028636 224
1 30  .005699  .013025 -.035431 .0330428  .071865 225
1 31  .002578 -.001129 -.074361 .0586146  .033393 226
1 32 -.009619 -.001094   .02925 .0000254 -.065292 227
1 33 -.008273 -.018256  .010091 .0679358  .114715 228
1 34   .01178  .000676  .124615 .0043825   .03018 229
1 35 -.027791 -.020396   .01774 .0003057  .017894 230
1 36  .024981   .01043 -.011532 .0067041  .065859 231
1 37   .00111 -.002975 -.036464 .0202325 -.031327 232
1 38 -.006234  .006212 -.137073 .0015661  .048035 233
1 39 -.001879 -.002247  .081586 .0228007  .025307 234
1 40 -.008715 -.009326 -.046464 .0412399 -.013328 235
1 41  .004587 -.003097  .013533 .0003979  .063374 236
1 42   .00616 -.002886 -.036579 .0051153  .010206 237
1 43  .006965  .006834  .039424 .0006432 -.033521 238
2  1 -.000945 -.002116 -.058152 .0257864 -.004129 196
2  2 -.016495 -.018125    .0418 .2209034  .338014 197
2  3 -.023522 -.009937 -.031358 .0280112  .158007 198
2  4  .002261 -.006414  .044894 .0704785   .02288 199
2  5  .007373 -.003107 -.020465 .0263283  .003225 200
2  6 -.015843 -.013853 -.028741 .0094728   .00415 201
2  7  .009688 -.009258  .001756 .0290997  .138244 202
2  8 -.003889  .006244 -.015277 .0052471  -.00145 203
2  9  -.00791 -.012361 -.016684 .0162692 -.054027 204
2 10  .018547  .012275 -.000094 .0541287 -.031144 205
2 11  .012814  -.00231 -.041043 .0200069 -.129589 206
2 12 -.000351  .003787  .070441 .0709979 -.047551 207
2 13 -.000585 -.001232 -.011067 .0701631  .132853 208
2 14  .015043  .008143  .010813 .0067766 -.007361 209
2 15 -.021692 -.016927 -.020409 .0031954  .077384 210
2 16 -.001131 -.012274 -.029114 .0059382  .032057 211
2 17  .020391 -.005469 -.026159 .0131357 -.046134 212
2 18  .031266  .024822  .065268 .0244441   .02387 213
2 19 -.014713 -.014671  .008541 .0059775 -.028117 214
2 20 -.008725  -.01202   -.0274 .0070998  .086772 215
2 21 -.020935 -.009865  .072547 .0160137  .061923 216
2 22 -.006657 -.008811  .026697 .0089113  .124396 217
2 23 -.007203 -.002275 -.054625 .0022298  .042328 218
2 24  .003628  .000737  .031028 .0227829  .041557 219
2 25    -.003 -.014877 -.012302 .0077182  .024681 220
2 26  .007095  .002094 -.002474 .0103486 -.025687 221
2 27  .010348  .006355 -.010337 .0048217 -.061494 222
2 28 -.022439 -.013463 -.011605 .0017673 -.000572 223
2 29 -.016555 -.012476  .024179  .000166 -.028636 224
2 30  .005699  .012835 -.022121  .015132  .071865 225
2 31  .002578 -.002159 -.019155 .0248072  .033393 226
2 32 -.009619 -.001673  .056413 .0970794 -.065292 227
2 33 -.008273 -.018236  .007998 .0462937  .114715 228
2 34   .01178  .003379 -.012248 .0003148   .03018 229
2 35 -.027791  -.01967 -.019329  .000012  .017894 230
2 36  .024981  .010303 -.004642 .0011687  .065859 231
2 37   .00111 -.004091  .019979 .0017784 -.031327 232
2 38 -.006234  .004395 -.041576 .0021164  .048035 233
2 39 -.001879 -.000288 -.019126 .0028032  .025307 234
2 40 -.008715 -.009925 -.015581 .0128757 -.013328 235
2 41  .004587 -.001681 -.055736  .008519  .063374 236
2 42   .00616 -.002839 -.037418 .0082397  .010206 237
2 43  .006965  .006967  .030913 .0557909 -.033521 238
3  1  .000099 -.002005 -.058516 .0659051 -.004129 196
3  2  -.01659 -.016992 -.016262 .5526128  .338014 197
3  3 -.019415 -.009891 -.031111 .0148241  .158007 198
3  4 -.000604 -.007084  .070741 .0000222   .02288 199
3  5  .015123 -.002459 -.047968 .0370069  .003225 200
3  6 -.004159 -.011375 -.138759 .0005146   .00415 201
3  7  .009688 -.008831 -.018409 .0650663  .138244 202
3  8 -.002897  .005853  .004507 .0252396  -.00145 203
3  9 -.003433 -.012259 -.020973 .0008403 -.054027 204
3 10  .020112  .012834 -.025434 .0080037 -.031144 205
3 11  .007079 -.004266  .053038 .1185697 -.129589 206
3 12  .000941  .005867 -.032112  .078078 -.047551 207
3 13  .001026 -.001182 -.012974 .1671207  .132853 208
3 14  .009862  .007236  .054211 .0478464 -.007361 209
end
format %tq quarter
I want to run the following command for each stock_id in my sample and store the coefficients in a separate file :

Code:
regress silq L.hilq hilq F.hilq L.milq milq F.milq L.mreturn mreturn F.mreturn sreturns2
I think the statsby command should allow me to do this but I'm not sure about the exact command that I need to run. Can someone please help me?

Thanks in Advance