Dear all, I notice that "xtab" command can do Fisher's exact test. I found that fisher.test(.) in R (requires vcd package) also produces Fisher's exact test results. Does anyone know the differences between gretl's and R's Fisher's exact test? I test the following data (which can be downloaded from http://ibeif.files.wordpress.com/2012/12/fishertea.xls obs real guess 1 1 1 2 1 1 3 1 1 4 1 2 5 2 2 6 2 2 7 2 1 8 2 2 In gretl, the following script <hansl> open http://ibeif.files.wordpress.com/2012/12/fishertea.xls xtab real guess </hansl> produces the results: Cross-tabulation of real (rows) against guess (columns) [ 1][ 2] TOT. [ 1] 3 1 4 [ 2] 1 3 4 TOTAL 4 4 8 Pearson chi-square test = 2 (1 df, p-value = 0.157299) Warning: Less than of 80% of cells had expected values of 5 or greater. Fisher's Exact Test: Left: P-value = 0.985714 Right: P-value = 0.242857 2-Tail: P-value = 0.257143 However, in gretl with the following R script fisher.test(table(real,guess)) produces the different results: Fisher's Exact Test for Count Data data: table(real, guess) p-value = 0.4857 alternative hypothesis: true odds ratio is not equal to 1 95 percent confidence interval: 0.2117329 621.9337505 sample estimates: odds ratio 6.408309 Thanks Yi-Nung Yang