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st: RE: xtoverid following xtreg returning an error

From   "Schaffer, Mark E" <>
To   "" <>
Subject   st: RE: xtoverid following xtreg returning an error
Date   Sun, 20 Oct 2013 21:22:29 +0000


> -----Original Message-----
> From: [mailto:owner-
>] On Behalf Of Jason Park
> Sent: 18 October 2013 11:18
> To:
> Subject: st: xtoverid following xtreg returning an error
> Hi all,
> I got some wierd error when I used xtreg, re followed by xtoverid.
> The error message reads:
> 4b:  operator invalid
> r(198);

-xtoverid- is an old-ish program and doesn't understand some features of modern Stata like factor variables, coefficient vectors with missing regressors, etc.

The problem might go away if you reestimate using -xtreg,re- but without factor variables, dropping by hand variables that Stata drops because of collinearity, etc.


> The reason to use xtoverid in the first place is to get around the problem of a
> negative Chi-sq statistic from Hausman test upon
> performing:
> xtreg, re
> estimate store, random
> xtreg, fe
> estimate store, fixed
> hausman fe re
> Given that Hausman test doesn't always gurantee a positive stat, some argue
> such a negative statistic is qualitatively identical to a small stat, hence
> supporting re, but I don't know if that's really how I should report in an
> academic publication.
> Having tried the instruction on this webpage:
>, I'm very sure xtoverid is compatible with
> xtreg, but it's just that this doesn't work for my dataset.
> Could anyone lend some help?
> Best, J
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