Hello everybody,
quite a while ago there was a question here on this list on how to run a
IV/TSLS regression with weighted observations. As a response to that
question, some hansl scripting code was posted.
Recently I turned that code into a contributed function package named
"weightedIV", which is now available on the package server as usual, so
installable from within the gretl program. As with every function
package, documentation and a sample script are included. The package
should also be usable in a GUI-dialog-oriented way.
If you have any comments, feedback, or bug reports about the package,
you're welcome to post them here.
thanks
sven