Conformability error when running loop. Can I clear more thoroughly than using clear *?

[Krista Lane]

I am looping through multiple datasets and creating a matrix of regression coefficients using each dataset. I'm running into a conformability error when running the command: esttab est*. However, the error occurs on the second iteration of the loop, regardless of how I order the datasets. If I run them each individually, I don't have this error. I'm trying to clear everything at the start of the loop, but this makes me think that I'm not doing so successfully. If I stop the loop without the last line of code, it runs fine (I don't know why). Here is part of the code (that has an error when run). I realize I'm not saving anything here, again, because this is only part of my code. Do you know where there may be an error?

set more off
foreach st in al ar {

clear *
use `st'_full, clear

*run regressions, storing coefficients
set more off
eststo clear
levelsof id, local(levels)
levelsof id, local(col_names)
foreach unt of local levels {
    capture eststo: reg arnma fb fb_lag i.hour i.month i.day if id=="`unt'"
    if _rc ~= 0 {
        local not `unt'
        local col_names: list col_names- not
    }
}

*create coefficient matrix, save as variables
pause
esttab est*
pause
mat c= r(coefs)

foreach unt of local col_names {
     local names "`names' coef`unt' tval`unt' pval`unt'"
}
mat colnames c =`names'
}

[Krista Lane]

Update: I think I realized my error. If I add

local names

prior to running the last loop, I no longer see an error. I believe (correct me if I'm wrong) local macros, at least within loops, are not affected by clear *.