Hello gretl users,

I am working with multiple imputation and I think it would be great to make gretl work with it. The first issue is that I couldn't find any Gibbs Sampler for gretl, so I have a couple of questions about how to solve that. 

1.- How difficult would it be to program everything in gretl? I mean gibbs sampling plus Rubin's inference.

2.- R can handle multiple impution pretty well. Would it be possible to run multiple imputation within R and gretl just reads the results? Many MI programs run R in the background and they work fine. Another way to do that would be translate the code of R libraries to gretl.

Any idea or suggestion is pretty welcome.

Best regards,

Sebastian