Mina,

The only way the initial year won’t get dropped is if you have actual data for that year. For example if you restrict your original sample to the years 2002-2008 (which is what gretl does when you estimate that model). I’d suggest checking the EViews examples you mention more closely – I bet that the “whole range of data” that they report is actually the range over which they have data on all the variables, including lags.

I hope this helps,

PS

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From: gretl-users-bounces@lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Mina Shariq
Sent: Friday, April 22, 2011 9:22 AM
To: gretl-users@lists.wfu.edu
Subject: Re: [Gretl-users] Panel Data Help

Hi,

I emailed a few days ago with my original email:

"I was wondering if you could kindly help me out. I am using Gretl to regress panel data for my dissertation. My panel data consists of data on 13 villages over the span of 8 years: 2001 - 2008 (a total of 104 observations). The problem is whenever I lag any of my variables (such as government spending) Gretl drops my first year of observations and leaves me with only 91 over a span of 7 years instead.

Is there any way to fix this problem or will this always happen regardless? I tried readjusting my data set to include a year 2000 with only zero values in it, but the same thing happened again."

I was told that it is inevitable that gretl would drop my 1st year values when it lags, however, I have seen a few panel regressions done by people who also lagged variables on Eviews and their whole range of data has remained intact. Is there any code or option on gretl to ensure that it keeps my whole data range?

Thanks