(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