because a new data set is created.

sysuse auto,clear
statsby, by(foreign): regress mpg gear turn
l


see help

....statsby
    executes command for each group identified by varname, building a dataset of the associated values from the expressions in
    exp_list.  The resulting dataset replaces the current dataset, unless the saving() option is supplied.

如何解决？

statsby _b_con,clear by(id_123 ):reg eap xp