Hi all,
it looks as if regls (Lasso...) isn't checking for missings that happen
somewhere in the middle of the data. Implicitly this is acknowledged by
comments in the example code snippets in the regls help document
("without missing values..." etc.). I just saw some internal data errors
happening because of that. I guess it would be good if regls checked for
such missings and then fails more gracefully.
This is with gretl 2025a.
thanks
sven