[Gretl-devel] Re: regls and missings in the middle
On Tue, Apr 15, 2025 at 9:25 AM Sven Schreiber
<sven.schreiber(a)fu-berlin.de> wrote:
it looks as if regls (Lasso...) isn't checking for missings that happen
somewhere in the middle of the data. Implicitly this is acknowledged by
comments in the example code snippets in the regls help document
("without missing values..." etc.). I just saw some internal data errors
happening because of that. I guess it would be good if regls checked for
such missings and then fails more gracefully.
Please provide a minimal example. The regls addon includes code to
detect and avoid missing values, as follows:
<hansl>
# handle possible missing values
list All = depvar indeps
series okcheck = ok(All)
if sum(okcheck) < $nobs
set matrix_mask okcheck
endif
</hansl>
This seems to work in most cases so I think there must be something
unusual going on.
Allin