Dear Allin Cottrell, I would like to ask 2 questions: 1* I am doing panel data analysis with --time-dummies option. There is a Wald test for joint significance of time dummies implemented in Gretl. I just want to be sure that the null hypothesis is "none of these regressors (years) has any effect on the explained variable". So if Chi-square(9) = 505.436 with p-value = 3.9413e-103, it means that I should reject H0, so as a result the time-dummies should be in the model. Gretl Result (for panel regression with --time----time-dummies option) Wald test for joint significance of time dummies Asymptotic test statistic: Chi-square(9) = 505.436 with p-value = 3.9413e-103 2* My humble recommendation - I am wondering, whether the expression "Wald test for joint NON significance of time dummies" OR "Null hypothesis - all regressors are zero" would not be better for nonadvanced users (like me) to derive the proper results more easily. Have a nice day and I wish you all the best in work (gretl is the excellent tool) and also in personal life. Stanislav Klazar, Prague, Czech Republic