On Wed, 23 Sep 2009, Kehl Dániel wrote: Whether a QLR-type test makes sense for cross-sectional data is really up to you to decide; I suppose it _might_ make sense in some contexts (with the data ordered in certain ways), though not in general. Note that for the regular Chow test in gretl you have the --dummy option to the "chow" command, designed for use with cross sectional data. If you really reckon a QLR test makes sense this is not something that gretl supports by default for cross sectional data (too weird!) but you can easily fool gretl into doing the test for you. Order the dataset as you wish dataset sortby <whatever> then pretend it's a time series setobs 1 1 --time-series and go ahead! Allin Cottrell