This is a follow-up to http://lists.wfu.edu/pipermail/gretl-users/2015-March/010772.html It strikes me that the issue raised -- namely, how to wrangle "difficult" data into gretl panel format -- may be of interest to others so I've thought about it a bit more. First a disclaimer: the method outlined below cannot be applied mechanically to the ICPSR data mentioned by Christian. One would have to go through the codebook very carefully to see which variables actually "line up" across the waves of the study. All the same, here's a toy example that might be helpful as a template. It's in the form of two scripts: the first creates an artificial dataset that mimics the general structure of the ICPSR "Children of the Immigrants" data, and the second shows how the data can be turned into a gretl panel. 1. Make the artificial data: <hansl> # let's suppose we have data on 50 individuals # over 3 "waves", with the respective per-wave # observations recorded as distinct variables # (columns), here 10 columns per wave nulldata 50 # unique ID for the individuals series casenum = 10000 + index # create a bunch of artificial data (30 series) loop i=1..30 --quiet series v$i = index * i if i > 20 v$i += 20 elif i > 10 v$i += 10 endif endloop # write to CSV file store rawdata.csv </hansl> 2. Process the data into a panel <hansl> open rawdata.csv --quiet # the number of longitudinal waves scalar nwaves = 3 # the total number of panel observations scalar NT = $nobs * nwaves # create lists of series per wave list L1 = v1..v10 list L2 = v11..v20 list L3 = v21..v30 # make a vector repeating the case numbers matrix C = mshape({casenum}, NT, 1) # matrix consisting of three vertically stacked # components, each of which holds a wave number # followed by the observations for that wave matrix X = ({1}~{L1}) | ({2}~{L2}) | ({3}~{L3}) # note that X has an extra column for the wave scalar nx = cols(X) - 1 # create empty dataset for panel nulldata NT --preserve # trash the automatic "index" variable delete index # add the casenum series from vector series casenum = C # add the wave number series from the first # column of matrix X series wave = X[,1] # add the actual data loop i=1..nx --quiet series pan$i = X[,i+1] endloop # let's take a look... print --byobs # now turn into gretl panel format setobs casenum wave --panel-vars # and take a look again... print --byobs </hansl> Allin Cottrell