> I think that I've found the reason. Once of the variables
(m)
> have to many missing values....
Yes, I think that is it. With the dataset UE_d.gdt, for example,
the random effects model that you specify in your script cannot be
estimated due to a lack of degrees of freedom: there are 4
independent variables, and only 4 usable panel units.
However, gretl was not handling this error correctly. This should
now be fixed: instead of a crash, you should get an informative
error message.
Thanks again!
Mariusz