Dear list:

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.
José Perles
University of Alicante