st: How to use the Wald test when testing for interactions and heterogeneity

[Amal Khanolkar <Amal.Khanolkar@ki.se>]

Hi,

Could anyone tell me the right syntax for using the Wald test for the following regression models?  I tried looking at the help page for the command 'test' but I wasn't able to figure it out:


Ideally I would test for heterogeneity for the following model as follows using the LRT, but this doesn't go with the cluster option:

regress syst i.ethnicity_bi2x age byear i.conscript_office if bmi!=. & height_cons!=. & education2!=. & bwtgestage_sd!=. & gestwk_catx2!=. & multibirth==1 & sex==1, cluster (mor_lopnr)
estimates store a
regress syst ethnicity_bi2x age byear i.conscript_office if bmi!=. & height_cons!=. & education2!=. & bwtgestage_sd!=. & gestwk_catx2!=. & multibirth==1 & sex==1, cluster (mor_lopnr)
lrtest a


And similarly when testing for interactions:

xi: regress syst i.ethnicity_bi2x*bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1 & sex==1, cluster (mor_lopnr)
estimates store A
xi: regress syst i.ethnicity_bi2x bwtgestage_sd age byear i.conscript_office bmi height_cons i.education if multibirth==1 & sex==1, cluster (mor_lopnr)
lrtest A


Thanks!
/Amal 

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