I am not sure how to choose a smaller sample or fill in the blanks once I have already made it this far? Thanks [cid:image001.jpg@01CBF9F1.B4F12C10] -----Original Message----- From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Allin Cottrell Sent: Wednesday, April 13, 2011 12:52 PM To: Gretl list Subject: Re: [Gretl-users] GMM Instruments Lagged Independent Variables On Wed, 13 Apr 2011, Dempsey, Keely wrote: You need to (a) fill in the holes in your data set, or (b) choose a smaller sample that contains no missing values after defining the lags. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users