st: interactive Wald test?

[Jeph Herrin <stata@spandrel.net>]

Someone has given me some parameter estimates - including the variance/
covariance matrices  - for a number of models. I would like to
perform a few Wald tests on groups of independent variables, in the
manner of -testparm-.  I know the formula for a Wald test and how
to go about programming this, but would surely prefer to find a
pre-existing solution. First question, does someone know one?

My proposed solution, which may not be the best, is to store my
matrices b and V in e(b) and e(V), via -ereturn post-, and go
from there. However, this always returns an error:

 . ereturn post b V
 name conflict
 r(507);

-ereturn list- shows no stored estimates; using simply -ereturn post-
with no arguments gives no error but also creates no estimates.
Thoughts on what the name conflict is, and what I am doing wrong?

thanks,
Jeph


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