[Gretl-devel] Re: panel FE with constant dep var: what does gretl do?
Am 12.07.19 um 22:11 schrieb Allin Cottrell:
On Fri, 12 Jul 2019, Sven Schreiber wrote:
> Am 12.07.2019 um 20:05 schrieb Allin Cottrell:
>
> Right. The point is more pragmatic in a programming context, as opposed
> to interactive use: We came across it with the wooldridge_test_serial
> package. It's just a matter of how to handle the strange corner case. As
> things stand, gretl throws an error which interrupts everything. So the
> authors would have to use 'catch' to continue gracefully after that
> error.
Since wooldridge_test_serial consists of a single, quite simple
function, it seems that it could be turned into a built-in test if we
think that's worthwhile.
Good idea, Allin! In case it does not mean too much work for you.
However, in another private chat, Sven has posed the question whether
Wooldridge's test is really only valid for RE-/FE-type of panel models.
Once this is clarified it may be applicable for a larger class of panel
models.
Best,
Artur