Dear all,

I am using Stata MP 16.1. For my masterthesis I want to obtain elasticities for sector x firm size. I want to do this by regressing the log difference of intermediates (IntLCH) on the log difference of sales (SalesLCH).

There are 13 different sectors and three different categories of number of employees that I created:
1 = <50 employees
2 = >50 and <250 employees
3 = >250 employees

I want to run this regressions by creating a loop. I already figured out how to do it for each sector using the following code:

preserve
foreach i of num 1/13 {
keep if nace == `i'
xtreg SalesLCH EmployLCH, fe
restore, preserve
}

Question 1: How can I change this code in a way that I can obtain sector x firm size elasticities?
Question 2: How can I include firm fixed effects? I am used to do this with the i. command, but I have way too many firms in my sample to capture these firm fixed effects in this way.

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input str199 Company str26 Country float Employeescat str72 NACERev2mainsection float(nace SalesLCH IntLCH)
"ARYSTA LIFESCIENCE BENELUX" "Belgium" 1 "C - Manufacturing" 1           .            .
"ARYSTA LIFESCIENCE BENELUX" "Belgium" 1 "C - Manufacturing" 1   .12113667    .06176853
"ARYSTA LIFESCIENCE BENELUX" "Belgium" 1 "C - Manufacturing" 1 -.011811256   -.01868534
"ARYSTA LIFESCIENCE BENELUX" "Belgium" 1 "C - Manufacturing" 1 -.003630638    .01973915
"ARYSTA LIFESCIENCE BENELUX" "Belgium" 1 "C - Manufacturing" 1   .23099327     .2221775
"ARYSTA LIFESCIENCE BENELUX" "Belgium" 1 "C - Manufacturing" 1    -.304575    -.3907585
"ARYSTA LIFESCIENCE BENELUX" "Belgium" 1 "C - Manufacturing" 1    .3592644    .28203297
"ARYSTA LIFESCIENCE BENELUX" "Belgium" 1 "C - Manufacturing" 1   .18361855     .3302164
"ARYSTA LIFESCIENCE BENELUX" "Belgium" 1 "C - Manufacturing" 1    .3006468     .3001947
"POPPIES INTERNATIONAL"      "Belgium" 1 "C - Manufacturing" 1           .            .
"POPPIES INTERNATIONAL"      "Belgium" 1 "C - Manufacturing" 1    .1280222    .14520645
"POPPIES INTERNATIONAL"      "Belgium" 1 "C - Manufacturing" 1     .180315    .18436337
"POPPIES INTERNATIONAL"      "Belgium" 1 "C - Manufacturing" 1  -.04891491   -.05380249
"POPPIES INTERNATIONAL"      "Belgium" 1 "C - Manufacturing" 1 -.071876526   -.07703018
"POPPIES INTERNATIONAL"      "Belgium" 1 "C - Manufacturing" 1   .11400986    .12199688
"POPPIES INTERNATIONAL"      "Belgium" 1 "C - Manufacturing" 1   .24043465    .23560047
"POPPIES INTERNATIONAL"      "Belgium" 1 "C - Manufacturing" 1   .05322456    .04883194
"POPPIES INTERNATIONAL"      "Belgium" 1 "C - Manufacturing" 1   .10544968    .10806656
"ALCO BIO FUEL"              "Belgium" 1 "C - Manufacturing" 1           .            .
"ALCO BIO FUEL"              "Belgium" 1 "C - Manufacturing" 1   .19294357     .1565628
"ALCO BIO FUEL"              "Belgium" 1 "C - Manufacturing" 1   .13661385    .12622261
"ALCO BIO FUEL"              "Belgium" 1 "C - Manufacturing" 1   -.4054203    -.3485422
"ALCO BIO FUEL"              "Belgium" 1 "C - Manufacturing" 1   .03488159  -.032629967
"ALCO BIO FUEL"              "Belgium" 1 "C - Manufacturing" 1  -.08672428   -.10533714
"ALCO BIO FUEL"              "Belgium" 1 "C - Manufacturing" 1   .23763275    .21265984
"ALCO BIO FUEL"              "Belgium" 1 "C - Manufacturing" 1  -.10938168    -.0233984
"ALCO BIO FUEL"              "Belgium" 1 "C - Manufacturing" 1    .2098913    .08270931
"TERBEKE-PLUMA"              "Belgium" 1 "C - Manufacturing" 1           .            .
"TERBEKE-PLUMA"              "Belgium" 1 "C - Manufacturing" 1  .007146835    .01883507
"TERBEKE-PLUMA"              "Belgium" 1 "C - Manufacturing" 1  -.02043438  -.034680367
"TERBEKE-PLUMA"              "Belgium" 1 "C - Manufacturing" 1   -.1788454   -.17732525
"TERBEKE-PLUMA"              "Belgium" 1 "C - Manufacturing" 1  -.13903713   -.15858746
"TERBEKE-PLUMA"              "Belgium" 1 "C - Manufacturing" 1  -.02268982   .003855705
"TERBEKE-PLUMA"              "Belgium" 1 "C - Manufacturing" 1   .20017147     .1878414
"TERBEKE-PLUMA"              "Belgium" 1 "C - Manufacturing" 1   .02721119     .0889511
"TERBEKE-PLUMA"              "Belgium" 1 "C - Manufacturing" 1   .08254814    .07845402
"GILOPS GROUP"               "Belgium" 1 "C - Manufacturing" 1           .            .
"GILOPS GROUP"               "Belgium" 1 "C - Manufacturing" 1   .24331474    .24129295
"GILOPS GROUP"               "Belgium" 1 "C - Manufacturing" 1   .11421776     .1143427
"GILOPS GROUP"               "Belgium" 1 "C - Manufacturing" 1  -.15086174   -.14544582
"GILOPS GROUP"               "Belgium" 1 "C - Manufacturing" 1   -.2338438   -.23661327
"GILOPS GROUP"               "Belgium" 1 "C - Manufacturing" 1   -.2894659    -.3028288
"GILOPS GROUP"               "Belgium" 1 "C - Manufacturing" 1   .41227245     .4219885
"GILOPS GROUP"               "Belgium" 1 "C - Manufacturing" 1    .2960291    .30122375
"GILOPS GROUP"               "Belgium" 1 "C - Manufacturing" 1   .12471676    .12490177
"SOCIETE AGRICOLE BELGE"     "Belgium" 1 "C - Manufacturing" 1           .            .
"SOCIETE AGRICOLE BELGE"     "Belgium" 1 "C - Manufacturing" 1  -.10282993   -.12441921
"SOCIETE AGRICOLE BELGE"     "Belgium" 1 "C - Manufacturing" 1   .22177696     .1901369
"SOCIETE AGRICOLE BELGE"     "Belgium" 1 "C - Manufacturing" 1  -.05998135  -.028894424
"SOCIETE AGRICOLE BELGE"     "Belgium" 1 "C - Manufacturing" 1   .03554535 -.0041942596
"SOCIETE AGRICOLE BELGE"     "Belgium" 1 "C - Manufacturing" 1    1.251565    1.3064203
"SOCIETE AGRICOLE BELGE"     "Belgium" 1 "C - Manufacturing" 1    .9355211     .9463959
"SOCIETE AGRICOLE BELGE"     "Belgium" 1 "C - Manufacturing" 1   -.1636305   -.17643166
"SOCIETE AGRICOLE BELGE"     "Belgium" 1 "C - Manufacturing" 1  -.08929062   -.08258438
"SENSOR-NITE"                "Belgium" 1 "C - Manufacturing" 1           .            .
"SENSOR-NITE"                "Belgium" 1 "C - Manufacturing" 1 -.030661583   -.20279408
"SENSOR-NITE"                "Belgium" 1 "C - Manufacturing" 1    .1546192     .1553812
"SENSOR-NITE"                "Belgium" 1 "C - Manufacturing" 1   .05424786    .06616211
"SENSOR-NITE"                "Belgium" 1 "C - Manufacturing" 1  -.04430294    .03263855
"SENSOR-NITE"                "Belgium" 1 "C - Manufacturing" 1  .013061523    .00481987
"SENSOR-NITE"                "Belgium" 1 "C - Manufacturing" 1   .14691162    .13857079
"SENSOR-NITE"                "Belgium" 1 "C - Manufacturing" 1   .04802704     .0613327
"SENSOR-NITE"                "Belgium" 1 "C - Manufacturing" 1   .04348564    .07552433
"MAGOTTEAUX"                 "Belgium" 1 "C - Manufacturing" 1           .            .
"MAGOTTEAUX"                 "Belgium" 1 "C - Manufacturing" 1  -.01425457  -.012678146
"MAGOTTEAUX"                 "Belgium" 1 "C - Manufacturing" 1   .04233551    .04442596
"MAGOTTEAUX"                 "Belgium" 1 "C - Manufacturing" 1  -.22291756   -.21862698
"MAGOTTEAUX"                 "Belgium" 1 "C - Manufacturing" 1    -.108531   -.11645985
"MAGOTTEAUX"                 "Belgium" 1 "C - Manufacturing" 1  -.11300564    -.0986557
"MAGOTTEAUX"                 "Belgium" 1 "C - Manufacturing" 1   .07698822    .06400204
"MAGOTTEAUX"                 "Belgium" 1 "C - Manufacturing" 1  -.02717304  -.036632538
"MAGOTTEAUX"                 "Belgium" 1 "C - Manufacturing" 1  -.12785816    -.1188898
"VERGALLE"                   "Belgium" 1 "C - Manufacturing" 1           .            .
"VERGALLE"                   "Belgium" 1 "C - Manufacturing" 1 -.021660805   -.02474594
"VERGALLE"                   "Belgium" 1 "C - Manufacturing" 1  -.06928158   -.09168816
"VERGALLE"                   "Belgium" 1 "C - Manufacturing" 1  -.10775375   -.09182072
"VERGALLE"                   "Belgium" 1 "C - Manufacturing" 1  -.03767776   -.03128624
"VERGALLE"                   "Belgium" 1 "C - Manufacturing" 1   .06615162  -.025297165
"VERGALLE"                   "Belgium" 1 "C - Manufacturing" 1    .2979021     .3419771
"VERGALLE"                   "Belgium" 1 "C - Manufacturing" 1   .05741787    .07786942
"VERGALLE"                   "Belgium" 1 "C - Manufacturing" 1  .069150925     .0925045
"FRESHMEALS"                 "Belgium" 1 "C - Manufacturing" 1           .            .
"FRESHMEALS"                 "Belgium" 1 "C - Manufacturing" 1  .013792992  -.004743576
"FRESHMEALS"                 "Belgium" 1 "C - Manufacturing" 1  -.07249069    -.0479393
"FRESHMEALS"                 "Belgium" 1 "C - Manufacturing" 1   -.1155901   -.13323975
"FRESHMEALS"                 "Belgium" 1 "C - Manufacturing" 1  -.12665462    -.1260786
"FRESHMEALS"                 "Belgium" 1 "C - Manufacturing" 1   .05248356   .006241798
"FRESHMEALS"                 "Belgium" 1 "C - Manufacturing" 1    .1899147    .20060635
"FRESHMEALS"                 "Belgium" 1 "C - Manufacturing" 1 -.016278267  -.010046005
"FRESHMEALS"                 "Belgium" 1 "C - Manufacturing" 1  .023353577   .025915146
"REAZN BELGIUM"              "Belgium" 1 "C - Manufacturing" 1           .            .
"REAZN BELGIUM"              "Belgium" 1 "C - Manufacturing" 1  -.16229916   -.10697937
"REAZN BELGIUM"              "Belgium" 1 "C - Manufacturing" 1   .16456223     .1530161
"REAZN BELGIUM"              "Belgium" 1 "C - Manufacturing" 1  .024191856     .0871439
"REAZN BELGIUM"              "Belgium" 1 "C - Manufacturing" 1   .13444042    .11540222
"REAZN BELGIUM"              "Belgium" 1 "C - Manufacturing" 1   .10826778    .12162971
"REAZN BELGIUM"              "Belgium" 1 "C - Manufacturing" 1    .6064663     .6351538
"REAZN BELGIUM"              "Belgium" 1 "C - Manufacturing" 1   -.0320158  -.066114426
"REAZN BELGIUM"              "Belgium" 1 "C - Manufacturing" 1  -.18749523   -.25146294
"ISUZU MOTORS EUROPE"        "Belgium" 1 "C - Manufacturing" 1           .            .
end

Thanks in advance!
Kind regards,
Romy Wijnhoven