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When I use sort&compress, everything works fine:

% ...

I get the following error only when I include round in my natbib options:

% ...

natbib Error: Bibliography not compatible with author-year citations

Does anyone know why this is? I've tried cleaning out temporary files and making from scratch.

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Well, quite apart from the error you should be using unsrtnat here (or another natbib style). – Joseph Wright Aug 3 '12 at 16:39
Thanks-- unfortunately, doesn't change the error. Isn't it strange? – user Aug 3 '12 at 17:17
minimal complete example please (including bib file that you can add on top using filecontents environment) – Frank Mittelbach Aug 4 '12 at 9:44
up vote 2 down vote accepted

The solution was to specify that the in-text citations should be numeric. I had (incorrectly) assumed that this would be default for sort&compress:

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