Hi again, I've stumbled over a certain behavior with panel data handling, which could perhaps be a bug. However, it turned out that when I closed and restarted gretl, the problem went away. It looks as if it could be relevant that the panel datafile is a subset that was saved as a gdt file as the result of earlier manipulation, and continuing to work with the reduced dataset without starting a new gretl session. My suspicion is that gretl wasn't able to fully and cleanly switch over to the reduced dataset that was created and retained. I know that the problem is therefore quite subtle and probably not directly reproducible. Nevertheless, let me show below what happened in the console. Maybe it's still useful for something. thanks sven ----- The dataset is monthly in the time dimension and recognized as such by gretl, n=1..435 and t=2023:01..2023:12. (N*T = 5220) Missings are present somewhere in most of the included variables. ? smpl full Voller Datenbereich: 1:01 - 435:12 (n = 5220) # correct and expected ? =isdummy(ichk) 5208                        # 'ichk' has 5220-5208 = 12 zeros, namely for all 12 months of unit 205, so correct ? smpl ichk --dummy Voller Datensatz: 5220 Beobachtungen Aktuelle Stichprobe: 1:01 - 372:12 (n = 4464) # ???? why are almost 800 obs discarded ??? ? smpl full Voller Datenbereich: 1:01 - 435:12 (n = 5220) # going back to full sample to try again ? smpl ichk==1 --restrict   # this formulation should be equivalent to the --dummy option above Voller Datensatz: 5220 Beobachtungen Aktuelle Stichprobe: 1:01 - 434:12 (n = 5208)    # expected sample restriction, one unit with 12 months removed ? smpl full Voller Datenbereich: 1:01 - 435:12 (n = 5220) ? =sum(missing(ichk)) # indeed, the dummy variable ichk has only 0 and 1, no missings 0