Dear John,

Thank you for your previous comments.

And yes, your suggestion is correct: there's only 6 out of 50 observations with a non-zero weight. Actually,  5 of them with weight=1 and 1 with a weight of 8.4e-5.

(Note that the final weights resulting from the iterative WLS are indireclty used  to calculate a pseudo (yvar) which goes through a final OLS estimation. The F statisrics I reported relates to the OLS model).

Best, 

Artur