[Gretl-devel] omit command

While playing with large datasets, I found that the "omit" command wouldn't work for a particular model: I got a "Data error" message. Some investigation led me to discover (I didn't know before) that, in order for the omit command to work, you need to have the same number of observations for both the unrestricted and the restricted model. Same goes for "add". The reason for this is that the test that gets computed by these commands involves comparing the two models, which is ok. However, for large datasets, this is a very serious limit: when you have many variables and thousands of observations the likelihood of having missing values in some of the added/omitted variables is very high. Now, this can be bypassed via "restrict", which does a Wald-style test, but if you want to exclude dozens of variables at the same time (think of industry dummies, for instance), it's not the handiest of tools. Therefore, my proposal (which probably involves some work, but not much): how about appending a --wald option to "omit", by which we carry out the test by the "restrict" machine instead of the default? Riccardo "Jack" Lucchetti Dipartimento di Economia Facoltà di Economia "G. Fuà" Ancona