Hi, I'm playing around with gretl's quantile regression stuff (for the first time AFAIR). Inevitably some questions are coming up: - Since 'quantreg' is a generalization of 'lad', it's odd that the latter doesn't have the --robust option, while the former does. Of course I understand why, historically, but perhaps 'lad' should be transformed into an alias for 'quantreg 0.5'? Or at least 'lad ... --robust' into 'quantreg 0.5 ... --robust', with a warning message. Internally, are the algorithms for lad and 'quantreg 0.5' different? - I get an error about a missing value which is correct, but aren't the built-in commands supposed to handle (i.e. discard) missings automatically? - not a question: it feels very fast! - I can see the OLS error band in the graph here -- but not in the example in the user manual! (figs 33.1 and 33.2). And BTW, how do I get these nice graphs as a command/function in a script? (I mean, I know how to construct those manually, but I mean with a short post-estimation command.) thanks, sven