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st: use stoverid to check fixed or random effects


From   W.L.Zang@Bradford.ac.uk
To   statalist@hsphsun2.harvard.edu
Subject   st: use stoverid to check fixed or random effects
Date   Wed, 19 Aug 2009 17:56:37 +0100

Dear all

I use Hausman test to check fixed effect or random effect. The Hausman test
turns out to be negative. So I try xtoverid suggested by Statalist members.
However, an error message appears as shown below.

xtreg y x1 x2, fe
xtreg y x1 x2, re
xtoverid
Error - saved RE estimates are degenerate (sigma_u=0) and equivalent to pooled
OLS

Does it mean that both Hausman test and xtoverid do not work in this situation?
What should I do to check fixed or random effects?

Thank you very much for your help.

Best Wishes,

Linda



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