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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