Could be lactose intolerance. Try getting Lactaid milk. It's milk, but they've added the enzyme that helps digest it, which is missing in people who are lactose intolerant.
You'll find it in the dairy case, in the same compartment as other "special" milks like soy, goat milk, etc.
You can, of course try goat milk too, but it's about $3 a quart (purple carton by brand called Meyenberg). The Lactaid (there's also another brand, but I forget the name) is about $3 a half gallon. Because loose stool is a pretty classic sign of lactose intolerance, I'd try the Lactaid first. You should notice a difference in 3 days. Of course, I'd avoid cheese and other dairy while you're testing this out.
Once you figure it out, you can re-introduce yogurt. For whatever reason, yogurt doesn't usually bother people with lactose intolerance, and it's a good source of calcium and protein. If you get the "all natural" or organic stuff (without high fructose corn syrup), you can probably get a serving of fruit in him at the same time :-)
If it's an allergy to the milk protein (as opposed to digestive intolerance to lactose), yogurt might still be a problem, depending on his sensitivity. My daughter is allergic to milk protein, but she can still have yogurt occasionally without a problem.
Hope this helps