program xtregkv, rclass byable(recall) sort version 6, missing syntax [varlist(ts)] [if] [in] [, I(varname)] _xt, i(`i') local ivar `r(ivar)' local tvar `r(tvar)' qui foreach i in `varlist' { keep if `i'~=. if "`if'"~=""{ keep `if' } } tokenize `varlist' local first `1' macro shift local rest `*' foreach i in `rest' { egen kontext`i' = mean (`i'), by(`ivar') } _rmcoll `rest' kontext* local xvars `r(varlist)' xtreg `first' `xvars' drop kontext* end