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!
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!
Comment