Dear Allin,
Is there something like Stata's "set matsize" command in gretl?
gretl crashed when estimating a panel including 600 unit dummies (LSVD estiamtion); Stata did stop over and asked to increase the matsize capacity to handle a larger matrix (the upper limit is 11 000)
Merry Christmas to you and to the gretl community!
Bets,
Artur