[Gretl-devel] Re: problem with omit --auto=BIC
Am 28.07.2025 um 14:23 schrieb Allin Cottrell:
On Sun, 27 Jul 2025, Sven Schreiber wrote:
>
> Thanks, Allin! I tested with the latest snapshot and everything seems
> fine now!
Ah, glad to hear it.
I've now committed a second round of corrections for add/omit with the
--auto flag, this time to implement proper handling of missing values.
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.
cheers
sven