Why do I get a "invalid name" (see last line)?
tempname vector
postfile `vector' beta_lag beta_const ///
se_mvalue se_const ///
using vettore, replace
xtreg Perf lag if t>=396 & t<=408
post `vector' (_b[lag]) (_b[_cons]) ///
(_se[lag]) (_se[_cons])
RESULT:
. (regression is ok, omitted result...)
. post `vector' (_b[lag]) (_b[_cons]) (_se[lag]) (_se[_cons])
( invalid name
Thank you in advance
It's not obvious what you are doing, contrary to assertion. This code segment illustrates technique and you should be able to reproduce its running without error.
webuse nlswork, clear
xtset idcode
tempname myout
postfile `myout' constant grade age using myout.dta
xtreg ln_w grade age
post `myout' (_b[_cons]) (_b[grade]) (_b[age])
postclose `myout'
describe using myout
The example shows that using expressions such as _b[_cons] is fine, in case there were any doubt.
My conjecture remains that the post command cannot see the tempname (vector in your example) and is thus evaluating it as an empty string. The first token it detects is the first ( which cannot be part of an acceptable file handle, so it complains.
This problem could (will) arise if you define the tempname in a different locale. That could be for example that part of the code is run in the main interactive session and part from a do-file or do-file editor. It could also be if you select the code to run in parts (e.g. selecting individual lines and running them individually).