this problem turned out to be easy to demonstrate, after it was
recognized and diagnosed:
First consider the workfile 'importcheck'. It is a 5 units by 5 periods
panel dataset, structured by the index variables 'ix' and 'tx'; the
existing values of 'ix' are 25, 27, 30, 35, 40. The only real variable
is called 'somedata' and has mostly missings.
The second file 'tobeimported' also has panel data identified by ix and
tx, but there is an additional ix=33 in there, so it's 6 units by 5 periods.
When you append the second file to the first, gretl says 'appended ok',
but in fact it does not honor the ix/tx-structure, such that the values
of the existing variable 'somedata' are moved around to different
observations. This is pretty bad, especially if you do not notice it
This is with today's snapshot on Windows, but must have existed before
the latest release.