[Gretl-users] Re: gretl vs Stata: different WLS estimates for weights=0

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...