Dear Gretl team.
First of all, Happy New Year to the whole list.
Recently reviewing the Wooldridge introductory manual Introductory Econometrics: A Modern Approach (7 edition) I have seen a thing that has caught my attention and perhaps could be of interest for the list or an option as a future feature to add to Gretl.
In Chapter 14 on Panel Data, section 14.3 Correlated Random Effects (CRE) Wooldridge explains what to me is the Mundlak's (1974) approach to estimate fixed effect models (i.e to expand the linear panel data model by adding the between transformation of time-varying variables into the model). The purpose of Wooldridge is to highlight that coefficients CRE are the same that coefficients in the fixed in their words "adding the time average x and using random effects is the same as subtracting the time averages and using pooled OLS".
One of the benefits of this approach is that as known, by using fixed effects (within estimator) it is not possible to obtain coefficients on time constant variables, but the CRE estimator approach rectifies that.
Panel command in Gretl performs the wihin, GLS and between estimators (most used in practice). Although the approach described would not be very difficult to implement using the standard panel tools of Gretl, perhaps it would be a nice possibility to implement a command or an option in the panel command to perform this approach.
Thanks in advance and sorry for any inconvenience.
University of Alicante (Spain)