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