st: How can I filter the results with FE regression?

[Marcello Pagano <pagano@hsph.harvard.edu>]

For Ilker:

Dear Statalist

I am currently running thousands of fixed effect regressions with panel 
data time series but the independent variable I am interested in is same 
across all regressions. Right now I am manually reviewing all results 
and trying to get the significant ones at alpha= 0.05 level. This 
process is taking a lot of time so is there any way to report only the 
results that satisfy this significance level only for that variable? For 
example I have 20 independent variables (1 to 20) and I am running all 
possible combinations but I only care about variable 4. How can I only 
see the results that variable 4 are significant in?  I would really 
appreciate any help on this problem. Thanks in advance....

Ilker Kaya

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