Hi,
.gov and .edu links are considered high authority domains because they are predominantly regulated. (Not always though). Links from high authority domains will always pass on more authority to your site, the same as a normal link, but with a little more power to boost your rankings through Google.
Go to some .gov and .edu sites you know and compare the Google PR with similar content sites that are just .co.uk or .com you should find the .gov and .edu are generally higher PR.