On Sat, 11 Jul 2009, Pandolfi Antonio wrote: Welcome to gretl-land. There's no settable parameter, but there should be no size limitation. What version of gretl are you using and what error are you getting? I just tried opening Stock and Watson's big "Project Star" dataset, estimated and saved a model, showed and saved a graph, and saved the session, in a file of about 414 Kb. waverley:~/src/build/gui2$ ls -l star.gretl -rw-r--r-- 1 cottrell users 414283 2009-07-11 14:48 star.gretl And the session file re-opened OK. If you have a variable, say "unit", which identifies the cross-sectional units in the data: summary <varlist> --by=unit (This requires gretl >= 1.8.2.) See also the functions pmax, pmin, pnobs, psd (under Help/ Function reference). We don't an equivalent of Stata's xttab at present. Allin Cottrell