On Sat, 17 Apr 2021, Sven Schreiber wrote:
Am 17.04.2021 um 09:13 schrieb Artur Bala:
> Dear Allin,
>
> In a WLS estimation when the weight variable contains zeros gretl stops
> executing saying that "Weight variable is not a dummy but contains zeros"
> The same worked perfectly before with the observations weighted 0 being
> simply dropped
> from the estimation.
>
Yes, that is an intentional change, because zero weights mess up the
definition/concept of the sample size and so on. If you want to exclude
certain observations, you now will have to explicitly restrict the
sample to achieve the same effect. Or, if your choice of zero was just a
shortcut to mean "really small", you can assign a "really small" but
strictly positive weight instead.
To put it differently, we reckoned that the earlier behavior could have
been considered a (minor) bug.
In fact, we discussed this issue back in January: thread here:
https://gretlml.univpm.it/hyperkitty/list/gretl-users@gretlml.univpm.it/t...
or, if you prefer old-style mail archives, click the link below:
https://www.mail-archive.com/gretl-users@gretlml.univpm.it/msg15526.html
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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