Just my two cents - I do this on a regular basis using indicator
variables, usually heirarchically ordered indicating level (more
restrictive) of filtering
sysuse auto
gen valid_f==0
replace valid_f=1 if foreign==1
tab price if valid_f==1
gen valid_fp=valid_f
replace valid_fp=0 if price>10000
.......etc
reg blah blah if valid_fp==1
This is less useful if you are looking for on-the-fly restrictions I suppose.
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