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st: Wald test cannot be done after reg
Hello. I am running a regression using the reg command. I am using an "if" sentence to select a subsample to be used in a regression. The "if" refers to an element of an array (see below for details). When I use the reference to the element of the array, I cannot use the "test" command after the estimation ("requested action not valid after most recent estimation command"). However, if I use the value itself (1996), the test will work. It is important for me to make a reference to the array since I am doing a loop. How can I make it work? Thanks in advance for your help. The output is below:
. reg lIngrel PF PL PK LO OI lactivo if year==1996, cluster(cod)
Linear regression Number of obs = 425
F( 6, 40) = 121.73
Prob > F = 0.0000
R-squared = 0.8625
Number of clusters (cod) = 41 Root MSE = .26858
------------------------------------------------------------------------------
| Robust
lIngrel | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
PF | .2226589 .06889 3.23 0.002 .083427 .3618909
PL | .3352107 .1201605 2.79 0.008 .0923572 .5780641
PK | .1807546 .066307 2.73 0.009 .046743 .3147661
LO | .8865541 .0704191 12.59 0.000 .7442318 1.028876
OI | -.3294173 .1494617 -2.20 0.033 -.6314907 -.0273438
lactivo | .0072397 .0280807 0.26 0.798 -.0495135 .0639929
_cons | .9065358 .7041835 1.29 0.205 -.5166721 2.329744
------------------------------------------------------------------------------
. test PF+PL+PK=0
( 1) PF + PL + PK = 0
F( 1, 40) = 17.07
Prob > F = 0.0002
. display string(el(annos,1,1))
1996
. reg lIngrel PF PL PK LO OI lactivo if year==el(annos,1,1), cluster(cod)
Linear regression Number of obs = 425
F( 6, 40) = 121.73
Prob > F = 0.0000
R-squared = 0.8625
Number of clusters (cod) = 41 Root MSE = .26858
------------------------------------------------------------------------------
| Robust
lIngrel | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
PF | .2226589 .06889 3.23 0.002 .083427 .3618909
PL | .3352107 .1201605 2.79 0.008 .0923572 .5780641
PK | .1807546 .066307 2.73 0.009 .046743 .3147661
LO | .8865541 .0704191 12.59 0.000 .7442318 1.028876
OI | -.3294173 .1494617 -2.20 0.033 -.6314907 -.0273438
lactivo | .0072397 .0280807 0.26 0.798 -.0495135 .0639929
_cons | .9065358 .7041835 1.29 0.205 -.5166721 2.329744
------------------------------------------------------------------------------
. test PF+PL+PK=0
requested action not valid after most recent estimation command
Thanks for your help.