The short answer is, no. It seems to appear first in Hogg's Jacobite Relics, tho I can't check that right now. However, William Donaldson, in "The Jacobite Song"(Aberdeen, 1988), 108) gives it as among the songs attributrable to Hogg himself, and he comments: "{The above songs] approach the very summits of the popular art-song as a form. If they are indeed Hogg's, then he has only one rival as a songwriter in Scotland--Robert Burns."