[Gretl-devel] Re: problem with omit --auto=BIC
On Mon, Jul 28, 2025 at 9:34 AM Sven Schreiber
<sven.schreiber(a)fu-berlin.de> wrote:
Am 28.07.2025 um 14:23 schrieb Allin Cottrell:
>
> There's one case that provokes a "missing data" error. That's
with
> "add", when one or more of the candidate series for addition include
> missing values within the original estimation range that are not
> aligned with missing values in the dependent variable or the original
> regressors. We refuse that case since it would force a reduction of
> the sample relative to the original estimation. A simple example follows.
That sounds like the right thing to do. BTW, I also think that the
original sample range should be maintained with "omit" even if the
variable responsible for the sample restriction were dropped. I believe
this is already the case (right?), but maybe we should also have a test
case for that. I can make one up if you want.
Yes, that's right: we preserve the original sample, even when omitting
a regressor with missing values would permit a bigger sample.
Allin