Thank you - this solves part of the problem. However, I am still left with the consequence of the way in which gretl handles panel data. I am trying to ensure that my panel functions can handle unbalanced panels, but this seems to be very difficult. When gretl reads an unbalanced panel it automatically creates a balanced panel by creating new cases with missing data. After that, smpl refuses to omit cases that would produce an unbalanced panel. But, this may be perfectly acceptable in some circumstances - eg suppose I want to estimate a stochastic frontier using data for Company A for 1995-2004, Company B for 1992-2006, Company C for 1990-2001, etc. At the moment, the only option seems to be: within the function (a) create my own internal panel time and unit variables, (b) tell gretl to treat the data as a cross-section, not a panel, (c) now drop missing data and estimate the model without using any of gretl's panel facilities. So far, so good but I have found that the command "setobs 1 1 --cross-section" within a function is not purely local to that function and its dependents. It changes the way that the dataset is handled on exit from the function and I am not clear what will happen in all circumstances if I try to restore the panel data structure at the end of the function. Is there any other way round this problem? Gordon