On Thu, 6 Oct 2011, Sven Schreiber wrote: That command will trim the list of regressors to leave only "significant" terms, but it will not restrict the list to variables with positive coefficients. Here's a simple example script that could serve as a basis for doing what Nikos wants: <hansl> open data4-10 list bigX = 2 3 4 5 6 7 8 9 ols 1 0 bigX matrix b = $coeff matrix s = $stderr scalar p = $ncoeff list trimmedX = null scalar j = 2 loop foreach i bigX --quiet if b[j]/s[j] > 2.0 # your criterion here trimmedX = trimmedX $i endif j++ endloop list trimmedX print ols 1 0 trimmedX </hansl> Another possibility is to look at the code of the "addlist" function package, which could be modified to suit. To do that, go to "/File/Function files/On server..." and install the addlist package. Then "/File/Function files/On local machine", select addlist, right-click, and choose "View code". Allin Cottrell

On Fri, 7 Oct 2011, Anutechia Asongu wrote: There's no need to calculate medians first. See, for example, the supplied script file mrw_qr.inp (/File/Script files/ Practice file/Gretl tab). Allin Cottrell