to teach short introductory panel data course r, i'm trying reproduce estimations of table 7.1 in baltagi (2013) econometric analysis of panel data (5th edition), page 133. reproduce chamberlain (1982) or angrist-newey (1991) equivalence test of working paper of balatgi, bresson & pirotte (2009) "testing fixed-effects restrictions? monte carlo study.... because baltagi says not common in applied research important check conditions fixed effect models. (please, find data, relevant papers , r script estimations) in https://github.com/joseperles/statistical-questions/tree/master/baltagi
i have got success replicate estimations plm package. not find r package or r code replicate both tests of restrictions. in angrist-newey paper use 3sls estimations using sas perform test.
i have seen r package systemfit performs 3sls, seems not useful estimate panel data models.
so, knows package or has code perform unusual test?
best regards
josé perles
finally myself find nice function aneweytest in r plm package of prof. yves croissant. congratulations
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