I have a basic reporting system when you can choose filters from a collection of SELECT fields.
An example of this might be to filter the report by Country. The SELECT field would obviously include a choice of countries.
The label for the first option in the SELECT to indicate unspecified might be blank, or read All Countries.
The issue is that results from the report may include data that does not have a country. In this case, All Countries might be confusing, because it could be assumed this selection would not return results that do not have a country at all.
It may also be that we want to allow a search for data that does not have a country, and data that has a country but one specific country.
My suggestion in the office has been:
I'm dubious about "No country" and "Any country", but I think a blank label works to indicated unspecified.
In the case of a shorter list where a radio button should be used, the first option cannot be blank. So in that case, is "unspecified" an appropriate label?
Personally, id go with "Any Country" simply because it implies that no filter would be applied to the selection. As far as the other choices, I agree that "No country", "...", and blank can sound unclear. Have you considered "None" or "Other".
A common way to handle this is by adding the selected country to a list of search filters, and then allowing the filters that have already been added to be deleted. Here is a rather crude example:
After selecting a country, the drop-down is replaced with a deletable tag: