(This is w/ the latest snapshot on windows, but also 1.6.5 I think.)
With a gmm script, after getting a correct error message due to a
mis-sized weighting matrix, it's not possible to run the script even
with a corrected weighting matrix anymore (a restart of gretl is
necessary), because gretl always complains that "orthogonality
conditions must come before the weights".
As I said, restarting cures this -- actually the behavior is similar to
a past bug with function packages, where a previous error message
screwed things up until a restart.
-sven