Thank you, AllinThe matter was as follows.
It is in Hill Griffith Lim, the main book
I use in my course. And it's absent (if I don't make a mistake)
in Lee Adkins gretl book. Today I had killed a whole day
with Greene 11.8.1 before reproducing HGL example, since
Greene doesn't say how to treat constants and about df correction.
If I didn't asked I'd make a redundant package.
Lee coauthored Using stata with HGL and included xhtaylor
there. That's why I think it should get official
status as soon as possible.
Oleh
On Wed, 9 Dec 2015, oleg_komashko@ukr.net wrote:
> It seems not to documented in ivpanel: help tells about 3 options:
> 1: fixed, 2: between, 3: G2SLS - as I could see iv analogue of
> random effects Where is HT in there?
It's not included. It probably should be, but Hausman-Taylor didn't
yet make it into the ivpanel package.
In the meantime I've uploaded a slightly updated version of my
stand-alone Hausman-Taylor package, which never actually got
published, to the server; right now it's in staging at:
http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/hausman_taylor.zip
At some point it, or an improved version of same, should be rolled
into ivpanel.
Allin
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