Re: [Gretl-devel] non-propagated missings with "^" (interaction effects with lists)
On Tue, 19 Jul 2016, Sven Schreiber wrote:
Hi,
I have used the "^" trick as described in the guide to create interaction
effects quickly. In particular my interaction variable is a month indicator
in a monthly time series workfile.
However, the resulting interaction series have valid entries where the
original series had missings (beyond the latest available obs), but only
where the interaction effect would be "active" (=non-zero).
For example, the interaction of x with January would have a missing at obs
2016:1 but would be zero for 2016:2, although x has a missing at both of
these obs.
I think this is a bug. I can understand the logic of "no matter what the
value, the interaction is going to be zero if the month != 1", but I think
missings should always propagate. Or do we have precedents of the opposite in
gretl?
In gretl, we stipulate that zero times NA is zero (which, I have
argued, makes sense so laong as "NA" means unobserved, not an
arithmetical pathology such as NaN or infinity). But if this case is
going beyond that stipulation then I suppose it is a bug. If you
could come up with a minimal test case that would be very helpful.
Allin