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  • Test of overidentifying restrictions. Fixed vs random effects

    Dear all,

    I need to run the test of overidentifying restrictions and get the Sargan-Hansen statistic.
    these are the comments I use:
    xtreg dependent var independent variables i.Year, fe vce(cluster ID)
    xtreg dependent var independent variables i.Year, re vce(cluster ID)
    xtoverid

    However, I get the error message: 1990b: operator invalid
    Why might this be a case?

    Thank you in advance!

  • #2
    Jamila:
    being a bit old fashioned, the glorious community-contributed (as you're kindly requested to highlight as per FAQ) command -xtoverid- does not support -fvvarlist- notation.
    The usual trick is to put -xi:- prefix before your code.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      I see now, thanks a lot!

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