A couple of new things for testing: 1) (Limited) support for Stata under the "foreign" command. This is documented in chapter 37 of the User's Guide, with a simple example. I've found it convenient for comparing results with stata. Works fine on Linux but I have no idea about on Windows, would be interesting to hear. It's assumed the stata executable is called "stata" and is in the PATH. 2) The beginnings of cluster-robust standard errors. Currently only for ols and tsls but could be extended. Not documented yet, but the syntax is just, e.g., ols y 0 Xlist --cluster=clustvar where "clustvar" is a series in the dataset with at least two distinct values over the estimation range. (It's in the GUI too, under the "Configure" button if you check "Robust standard errors" in the model specification dialog.) Just for fun here's the User's Guide script which shows both new things: <hansl> function matrix stata_reorder (matrix se) # stata puts the intercept last, but gretl puts it first scalar n = rows(se) return se[n] | se[1:n-1] end function open data4-1 ols 1 0 2 3 --cluster=bedrms matrix se = $stderr foreign language=stata --send-data regress price sqft bedrms, vce(cluster bedrms) matrix vcv = e(V) gretl_export vcv "vcv.mat" end foreign matrix stata_vcv = mread(&quot;(a)dotdir/vcv.mat&quot;) stata_se = stata_reorder(sqrt(diag(stata_vcv))) matrix check = se - stata_se print check </hansl> Allin