Hi all,
Although the logic of what Jack says is valid, I think the current implementation is a bit confusing--basically because it's unexpected.  I can't think of another program that does this, though I'm sure there must be some.  The others that I use (R, Stata, Gauss) don't.

Since the coding of dummy variable is arbitrary (e.g., you could use 1 -1) why should zero be treated differently from all other scalars and real numbers?  I think it could lead to some unexpected results (for those who don't dive into the manual).  For the sake of consistency I would prefer that all numbers be treated alike. 

On the other hand if the zero*NA were treated as the exception and  handled with a special command, that would make more logical sense--at least to me.  I find the current implementation is kind of confusing, especially for gretl's main audience (non programmers like me) ans students coming from other programs that treat the interaction likewise (e.g., Stata and R).   Just my 2 cents, but I think 'm with Berend on this one....

Cheers,
Lee

--
Lee Adkins
Professor of Economics
lee.adkins@okstate.edu

learneconometrics.com