I would like to combine two categories for one of my variables but I am not sure whether there is a test I could run to justify combining the categories. Here is an example of what I am trying to do:

Code:
. ta worry

 How worried are |
 you about being |
   infected with |
       COVID-19? |      Freq.     Percent        Cum.
-----------------+-----------------------------------
     Not at all  |        641       37.31       37.31
       A little  |        387       22.53       59.84
         Rather  |        203       11.82       71.65
           Very  |        487       28.35      100.00
-----------------+-----------------------------------
           Total |      1,718      100.00

. 
. xtreg WB i.worry [pw= panel_ind_wt_1_2], fe

Fixed-effects (within) regression               Number of obs     =      1,718
Group variable: Findid                          Number of groups  =        859

R-sq:                                           Obs per group:
     within  = 0.0191                                         min =          2
     between = 0.0388                                         avg =        2.0
     overall = 0.0214                                         max =          2

                                                F(3,858)          =       2.25
corr(u_i, Xb)  = 0.0312                         Prob > F          =     0.0811

                               (Std. Err. adjusted for 859 clusters in Findid)
------------------------------------------------------------------------------
             |               Robust
          WB |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       worry |
  A little   |   .5341085   .3449488     1.55   0.122    -.1429337    1.211151
    Rather   |   .0941577   .3733732     0.25   0.801    -.6386741    .8269896
      Very   |    .688718   .2973494     2.32   0.021     .1051006    1.272335
             |
       _cons |  -.4072548   .1753646    -2.32   0.020    -.7514485    -.063061
-------------+----------------------------------------------------------------
     sigma_u |  1.5148842
     sigma_e |  1.8692139
         rho |  .39643111   (fraction of variance due to u_i)
------------------------------------------------------------------------------

. 
. recode worry 3=2 4=3
(worry: 690 changes made)

. 
. ta worry

 How worried are |
 you about being |
   infected with |
       COVID-19? |      Freq.     Percent        Cum.
-----------------+-----------------------------------
     Not at all  |        641       37.31       37.31
       A little  |        590       34.34       71.65
         Rather  |        487       28.35      100.00
-----------------+-----------------------------------
           Total |      1,718      100.00

. 
. xtreg WB i.worry [pw= panel_ind_wt_1_2], fe

Fixed-effects (within) regression               Number of obs     =      1,718
Group variable: Findid                          Number of groups  =        859

R-sq:                                           Obs per group:
     within  = 0.0146                                         min =          2
     between = 0.0451                                         avg =        2.0
     overall = 0.0238                                         max =          2

                                                F(2,858)          =       2.69
corr(u_i, Xb)  = 0.0556                         Prob > F          =     0.0684

                               (Std. Err. adjusted for 859 clusters in Findid)
------------------------------------------------------------------------------
             |               Robust
          WB |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       worry |
  A little   |   .3706983    .310278     1.19   0.233    -.2382945    .9796911
    Rather   |   .6793746   .2977687     2.28   0.023     .0949343    1.263815
             |
       _cons |  -.4024158   .1756929    -2.29   0.022    -.7472539   -.0575777
-------------+----------------------------------------------------------------
     sigma_u |  1.5122795
     sigma_e |  1.8724047
         rho |  .39479255   (fraction of variance due to u_i)
------------------------------------------------------------------------------

.

As categories 2/3 are not statistically significant, I would like to combine them. The results remain the same. As in is there a difference between categories 2 and 3? I am not sure if I am phrasing my question well..