waldtest using interaction terms

[raholler]

I tried to perform a waldtest using the results of an estimation with interaction terms using felm.

e.g.

form <- y ~ x + x:z | 0 | 0| 0
fit <- felm(form, data)
waldtest(fit, ~ x + x:z)

Returns: Can't find : among coefficients ...

How am I supposed to specify interaction terms in waldtest?
using waldtest(

[BenjaminKay]

The problem is with the colon in the name but I found a workaround. You simply rename the variables in the model results.
So, in your example:

form <- y ~ x + x:z | 0 | 0| 0
fit <- felm(form, data)
row.names(fit $coefficients) = c("x", "x_X_z")
waldtest(fit, ~ x + x_X_z)