Dear all, I realized that WLS estimation results in gretl are different from those in Stata in the case when observations with weight=0 do exist.
Now, in gretl, the mechanics of the algorithm drops these observations from the estimation process. And indeed, both Stata and gretl report the same number of observations (ie. observations actually involved in computing) with gretl giving addtional info on dropped observations. Consequently, gretl doesn't provide postestimation values on these dropped observations (uhat, yhat)...but Stata does!!! And I struggle to understand the logic behind Stata's proceeding and how it affects the estimates... Best, Artur
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