Hello all, I'm just now replying to a message from back in January -- sorry for the delay.
I wasn't paying sufficient attention at the time, but on searching the gretl-users archive for Sven's wisdom on panel unit-root tests I came across a report of an unfixed bug, from Bruno Thiago Tomio. That is, Sven had put into a loop the following construction: matrix tstats = tstats | $test where $test is an accessor which produces a scalar result. And after the loop Sven had tbar = meanc(tstats) to get the mean of tstats. Bruno replied, 'I get "Data error" when trying to run tbar = meanc(tstats)'. I just tried Sven's script and got the same error, which really should not happen. A work-around is to force the scalar $test into matrix format, as in matrix tstats = tstats | {$test} But now, in gretl CVS and snapshots, Sven's original formulation will work OK. Allin Cottrell