On Mon, 16 Apr 2007, ab.news wrote: This is quite a tricky issue. Here's what I have come up with: * We keep track of how many observations, n_ij, are used in calculating each correlation coefficient in the matrix. * We then calculate the proportional difference between the maximum and minimum n_ij values. If this is less than 0.1, we report the 5 percent critical value, using min(n_ij) to be on the conservative side. If the difference is greater than 0.1, we don't show a critical value. * The above is the default behaviour. But at the command line you can give the "--uniform" flag (uniform sample size) to the corr command. In this case gretl will determine the maximum sample for which all variables are observed, and calculate all the coefficients using that sample. A critical value will be reported. (Obviously, this option makes a difference to the output only if there are missing values, and they're not perfectly aligned across the chosen variables.) * Note also that you can always get a critical value for a specific correlation by calling "corr" with only 2 arguments. This is in CVS and the current Windows snapshot. Allin.