I'm playing with some panel data analysis to do a little course on this topic and I want to use Gretl for estimations. Following Baltagi recommendations I want to test the fixed effect restrictions using Chamberlain (1982) test or Angrist and Newey (1991). Baltagi explains that these tests are few used in practice. In fact, I have not seen it implemented in R or other software like Eviews or Stata. So, the question, somebody has implemented some code to perform these tests?
Thanks in advance and sorry for any inconvenience.