Re: [Gretl-users] gretl dropping variables

A further response to Nicolai Striewe's question in http://lists.wfu.edu/pipermail/gretl-users/2009-May/003346.html : There are three circumstances in which gretl deliberately drops regressors from a specification given by the user: 1. (all models) the variable is all zeros 2. (all models) the variable is exactly collinear with other included regressors 3. (panel data, fixed effects estimator) the variable is time-invariant If a regressor is dropped when none of these conditions is satisfied, that's a bug (unless I'm forgetting any other legitimate conditions, though I don't think so).