There is something wrong with the calculation of Fisher's Exact Test in
gretl.
For the data set greene22_2.gdt I get the following result:
Cross-tabulation of Z1 (rows) against Z4 (columns)
[ 0][ 1] TOT.
[ 0] 99 216 315
[ 1] 72 214 286
TOTAL 171 430 601
Pearson chi-square test = 2.87983 (1 df, p-value = 0.0896954)
Fisher's Exact Test:
Left: P-value = -1.#IND
Right: P-value = -1.#IND
2-Tail: P-value = -1.#IND
The P-values of -1.#IND are of course very strange.
With SPSS I get a two-sided P-value of 0.103 and a 1-sided P-value of 0.054
for this same data set.
Best regards
Andreas