How to use a String to reference to a CheckBox object?

Like this:

For i = 1 To 2
    If Sheet1.Shapes("Checkbox" & i).OLEFormat.Object.Object.Value = True Then
        MsgBox ("True")
    End If
Next i

Although if you use forms controls, you can use:

Dim cbx As CheckBox
For Each cbx In Sheet1.CheckBoxes
    MsgBox cbx.Name & vbCr & cbx.Value
Next cbx