[Gretl-users] F-statistic for country effects (panel data), regression

[Nikil van Wijk]

Hi! Who can help?

Using a panel data set in Gretl, I'm trying to obtain a F-statistic for
country (fixed or random) effects and a F-statistic for time (fixed or random) effects. Gretl
offers the possibility to generate both time and unit (country) dummies
in the 'add' menu, but in the 'model'-'panel'-'fixed or random effects'
menu, the only option is 'include time dummies'. (not unit dummies).

The statistic for the effect of country (dummies) cannot be obtained by
including all dummies in the dataset, because then they are 'Omitted
due to exact collinearity'.

Any ideas on how to solve this?


      
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