Hello all panel-interested people, while using gretl for teaching with panel data (which I hadn't done much before) I noticed the following, let's say, interface nuisances compared to the usual luxury gretl offers for time series: 1: The sample and/or range in the main window (bottom) are given as pure index numbers, even if "panel data marker strings" (cf. user guide p.23) are defined. At least for the time dimension it would be useful to show the sample periods in a human-readable form (through the markers). Also, I noticed that the period numbers shown do not always coincide with the values of the "time" index variable, if subsampling is in effect. (Seen in the CEL.gdt dataset after applying the sample restriction year>1970 for example.) 1b: A slightly more general suggestion, also for non-panel data: The active sample restriction criterion could be shown next to the resulting active sample in the main window. (At least for simple restrictions, maybe not for complex, multiple ones.) 2: Menu Sample -> Set range: Only the group range can be chosen, not the periods. Actually, given the often arbitrary ordering of groups, this is really the less useful dimension to choose a contiguous range from. (I know I can use "set sample based on criterion" for periods, but that's not the point.) 3: About pshrink(): A version that returns a full panel series (with repeated values like pmean() etc.) could be useful -- practical example: in growth regressions one needs the initial value of output-per-worker as a regressor. Also maybe it should be called "pfirst()" or something instead. 4: Time-constant variables: I'm not sure how to create variables that only vary along the cross-section, like it is done with the built-in pmean() etc. functions. Or how to append them (like the user guide p.114 "adding a time series", but along the other panel dimension). 5: Constant in a fixed-effects regression: I don't understand what gretl reports as the global constant term in a fixed-effects model, and it doesn't seem to be defined in the guide. It's also confusing that gretl complains if one wants to discard the constant in the specification dialog (when fixed effects are selected). (But obviously gretl estimates the right thing as the comparison with explicit LSDV regression shows, just the constant is mysterious -- even if it's the average of the fixed effects it's not clear where the standard errors come from.) 6: Lags not showing in model spec dialog when sample is restricted to a single period: If I restrict the CEL.gdt data with year==1985, I cannot include any previously created lags (of y for example) in the regression, because they don't show up in the variable selector. Because the subsampled dataset is now treated as "undated", there's also no "lags..." button in the dialog. -- Actually I don't understand why gretl "temporarily forgets" the panel structure of the dataset when a single period is active. It would seem less problematic to treat even a T=1 sample as a special case of panel data if the underlying dataset has a panel structure; especially in conjunction with point 1 above about showing the selected periods in the sample. Ok, that was a long post, sorry, but still necessary I think. Cheers, Sven