[Gretl-users] Cluster option in ols not working with panel data

There is a bug in the option "cluster" for clustered standard errors in OLS estimates: they are not computed in panel data. This is a simple code to reproduce the issue: open greene14_1.gdt logs C Q PF LF series d = (unit <= 3) ols l_C 0 l_Q l_PF l_LF setobs unit year --panel-vars ols l_C 0 l_Q l_PF l_LF --cluster=d setobs 1 1 ols l_C 0 l_Q l_PF l_LF --cluster=d The second and third estimates should give the same result. However, the s.e. in the second estimate are equal to the first one... Moreover, the same option cluster does not work and returns an error if there is at least one missing observation. Bye Giuseppe