Hello everybody, I'm currently looking at ch. 21 of the guide, "Cheat sheet". I'd propose the following cleanups (which I could apply if people agree): section 21.1: - Time averaging of panel datasets: I think it would be nice to use a real-world dataset such as grunfeld.gdt instead of having the slightly distracting code for creation of artificial data. section 21.2: - Generating a dummy variable for a specific observation: Instead of t=="Italy" one can also write obs=="Italy", which may be more intuitive for cross-sectional data. - Generating a “subset of values” dummy: Nowadays one could use the contains() function I think, which would be more readable. section 21.3: - Interaction dummies (p. 194 of the A4 guide version from October): remove the old string-substitution-based code that pre-dates the interaction operator (^; which is also already mentioned there). - Realized volatility: Is this example even consistent? It starts by talking about minutes and hours, but then switches over to seconds and minutes. Maybe that's part of the clever trick, I don't know... Apart from that, it seems that another trick in the cheat sheet could be re-used here, namely "Moving functions for time series". - Looping over two paired lists: Can't this one be generalized, by using Lx[i] and Ly[i] instead of y$i and x$i ? - Cross-validation: Could it be that using some feature of the regls apparatus or a contributed package (by Artur?) would be more practical nowadays? - Is my matrix result broken? - One could now use sum() instead of sumc(sumr()). cheers sven