Thanks Allin. This what I've unfortunately forgotten ;-)
Is there a command in gretl that makes possible to omit observations
with missing values while using estimation procedures? I know that it
can be also done by using such commands as misszero, if, zeromiss and
so on but maybe there is a simpler way?
Missing observations are automatically skipped when that is feasible -- see
section 4.6 of the Gretl User's Guide. If you want to handle cases where
gretl cannot work around missing values you can use the --no-missing form of
the "smpl" command to create an OK subset of your data; see the command
reference for "smpl".
Allin Cottrell