xtoveried - "variable _cons not found"

[FLuca]

Dear Statalisters,

I want to test fixed-effects VS random-effects.
I am using the xtoverid after the random-effects model (I cannot use the Hausman test); my problem is that I get the following message:
"variable _cons not found"
I cannot exclude the constant (like I have done for a few other dummy variables that otherwise would have been omitted) because there is no "noconstant" option.
What can I do?

Thank you in advance

[Mark Schaffer]

Fluca,

Can you tell us more please? Which versions of Stata and xtoverid you are using, the xtreg,re estimation command and output, and the actual xtoverid output, would be ideal.

--Mark

[FLuca]

Mark,

Sorry for the late reply.
I am using Stat IC 13.0.
The "which xtoverid" command tells me that I am using the xtoverid version 2.1.6, from 2Nov2011

The xtreg, re command, its output and the xtoverid output follows:

. xtreg def_sal_log age ageSQ month Ivg ///
> icohort6 icohort7 icohort8 icohort9 icohort10 icohort11 icohort12 icohort13 ///
> icohort14 icohort15 icohort16 icohort17 icohort18 icohort19 icohort20 icohort21 icohort22 icohort23 icohort24 ///
> icohort25 icohort26 icohort27 icohort28 icohort29 irole1 irole3 irole4 if Ita==1 & age>18 & age<37, re

Random-effects GLS regression Number of obs = 1556
Group variable: Player_pan~r Number of groups = 436

R-sq: within = 0.2786 Obs per group: min = 1
between = 0.2579 avg = 3.6
overall = 0.2237 max = 7

Wald chi2(31) = 570.10
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000


def_sal_log Coef. Std. Err. z P>z [95% Conf. Interval]

age .7378291 .0487393 15.14 0.000 .6423019 .8333564
ageSQ -.0115492 .000866 -13.34 0.000 -.0132466 -.0098518
month -.0094027 .0099074 -0.95 0.343 -.0288209 .0100155
Ivg .017049 .0067712 2.52 0.012 .0037778 .0303203
icohort6 -11.70304 .841157 -13.91 0.000 -13.35168 -10.0544
icohort7 -11.09825 .7751452 -14.32 0.000 -12.61751 -9.578994
icohort8 -11.43038 .6963755 -16.41 0.000 -12.79525 -10.06551
icohort9 -11.80608 .6964235 -16.95 0.000 -13.17105 -10.44112
icohort10 -11.9113 .7130342 -16.71 0.000 -13.30882 -10.51377
icohort11 -11.42365 .7022977 -16.27 0.000 -12.80013 -10.04717
icohort12 -11.45 .7019317 -16.31 0.000 -12.82576 -10.07424
icohort13 -11.67863 .7065703 -16.53 0.000 -13.06348 -10.29378
icohort14 -11.60925 .7097062 -16.36 0.000 -13.00025 -10.21825
icohort15 -11.98605 .7106306 -16.87 0.000 -13.37886 -10.59324
icohort16 -11.70643 .7077153 -16.54 0.000 -13.09353 -10.31934
icohort17 -11.45829 .7079214 -16.19 0.000 -12.84579 -10.07078
icohort18 -11.56935 .7046209 -16.42 0.000 -12.95038 -10.18832
icohort19 -11.48243 .7034764 -16.32 0.000 -12.86122 -10.10364
icohort20 -11.5506 .7032356 -16.42 0.000 -12.92892 -10.17229
icohort21 -11.1955 .6920837 -16.18 0.000 -12.55196 -9.839038
icohort22 -11.31014 .6875196 -16.45 0.000 -12.65765 -9.962622
icohort23 -11.11021 .7154397 -15.53 0.000 -12.51245 -9.707977
icohort24 -11.08602 .6873611 -16.13 0.000 -12.43322 -9.738813
icohort25 -11.05518 .6973163 -15.85 0.000 -12.4219 -9.688466
icohort26 -10.70631 .6713168 -15.95 0.000 -12.02206 -9.390551
icohort27 -10.59151 .7140946 -14.83 0.000 -11.99111 -9.191913
icohort28 -11.35045 .8010604 -14.17 0.000 -12.9205 -9.780404
icohort29 -12.98832 .8064712 -16.11 0.000 -14.56898 -11.40767
irole1 -.2812738 .0704773 -3.99 0.000 -.4194069 -.1431408
irole3 -.4733434 .1206618 -3.92 0.000 -.7098362 -.2368505
irole4 -.1973968 .0625129 -3.16 0.002 -.3199197 -.0748739
_cons 0 (omitted)

sigma_u .6087534
sigma_e .35531986
rho .74588599 (fraction of variance due to u_i)


. xtoverid
variable _cons not found
r(111);