[Gretl-users] Re: How could ESS data be weighted in Gretl software package?

The problem is that I won't do simple OLS estimations but 2SLS... My aim is to perform a general weighting, specifically post stratification weighting, in order to conduct estimations with instrumental variables. This is easy in SPSS using the simple syntax: WEIGHT BY pspwght or other variables ESS provide, like dweight, pweight, anweight or a combination of them. Then the weighted can be analyzed with almost any technique such 2SLS, OLS, Multilevel modelling etc. I cannot do something similar in Gretl, which has a more powerful routine for 2SLS relative to SPSS....