[Gretl-devel] non-propagated missings with "^" (interaction effects with lists)

Sven Schreiber svetosch at gmx.net
Tue Jul 19 14:12:09 EDT 2016


Hi,
I have used the "^" trick as described in the guide to create 
interaction effects quickly. In particular my interaction variable is a 
month indicator in a monthly time series workfile.

However, the resulting interaction series have valid entries where the 
original series had missings (beyond the latest available obs), but only 
where the interaction effect would be "active" (=non-zero).
For example, the interaction of x with January would have a missing at 
obs 2016:1 but would be zero for 2016:2, although x has a missing at 
both of these obs.

I think this is a bug. I can understand the logic of "no matter what the 
value, the interaction is going to be zero if the month != 1", but I 
think missings should always propagate. Or do we have precedents of the 
opposite in gretl?

thanks,
sven



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