Using sudo with for loop
sudo wants a program (+arguments) as a parameter, not a piece of shell script. You can do this, though:
sudo -i -u user sh -c 'for i in /dir; do echo $i; done'Note the single quotes. If you used double quotes, your shell would try to expand the $i before sudo (or, rather, the shell run by it) ever sees it.
PS. a separate problem, as pointed out in a comment (only six years later), is that if you want to iterate over the files in a directory, the proper syntax is for i in /dir/*. for accepts a list, and /dir is a list... with one item. /dir/* expands to a list of files in /dir due to wildcard expansion.