how to fix this kind of r(111) error?

[Chul-Kyoo Jung]

Hi, when I run the following code, in particular,

keep if attention_output_variable_`yvar' == 1

it generates: variable attention_output_variable_`yvar' not found r(111).
Any suggestion please?

global xvars "x y z"


local i=0

 
foreach yvar in ///
shortrun_expenditure_ccc ///
longrun_spending_ccc ///
wage_total_ccc ///
wage_income_ratio ///
labour_wage_share_a_bb ///
labour_efficiency_a_bb ///
export_percent ///
corporate_grosspr_aaa///
corporate_totalrevenue_bbb ///
corporate_noofpatents ///
capacity_utilization_bbb ///
capital_investment_ddd ///
{

    local i=`i'+1
    di "                                                      "
    di "                                                      "
    di "************************ Outcome # `i'  **************"
    di "************************ `yvar'  **************"

    
qui reg  `yvar' $xvars
gen attention_output_variable_`yvar' = e(sample)
}

preserve
keep if attention_output_variable_`yvar' == 1
restore

[George Ford]

You are outside the loop of yvar. Doesn't know what you want.

[Chul-Kyoo Jung]

Thanks George, for some reason I cannot edit the original post. So here is what I want: I want to create a new variable that is used in my regression using e(sample). So the new variable is a dummy variable with 1 if it is used and 0 otherwise.
And then I just want to save a new dataset which comprises all observations actually used in the regression. I did not put the command keep inside the loop because if so, you would not able to generate the new variable for the subsequent yvar. Please let me know if this does not sound clear to you.

[George Ford]

sysuse auto, clear

global xvars headroom trunk weight

foreach yvar in price mpg length {
    reg `yvar' $xvars
    preserve
    keep `yvar' $xvars
    keep if e(sample)
    save keepused_`yvar' , replace
    restore
}