Hi Allin and Jack, I have a few questions for you. I'm trying to analyze a data set using quantile regression. Your software is incredibly easy to use and offers a lot of great options for this kind of analysis. But I'd like to do a non-linear quantile regression? Is this possible? As a second question, is there a way, using gretl, to test for heteroskedasticity in order to decide which options are best for the regression? Thanks for the help (and the great program!), Deborah