/usr/share/gretl/scripts/greene11_3.inp is in gretl-common 1.9.6-1build1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 | # script to replicate Example 11.3 in Greene
open greene11_3.gdt
# run initial OLS
ols C 0 Y
genr essbak = $ess
genr essdiff = 1
genr b = $coeff(Y)
genr g = 1
# iterate OLS till the error sum of squares converges
loop while essdiff > .00001 --quiet
# form the linearized variables
genr C0 = C + g * b * Y^g * log(Y)
genr x1 = Y^g
genr x2 = b * Y^g * log(Y)
# run OLS
ols C0 0 x1 x2 --print-final --no-df-corr --vcv
genr b = $coeff(x1)
genr g = $coeff(x2)
genr ess = $ess
genr essdiff = abs(ess - essbak)/essbak
genr essbak = ess
endloop
# print parameter estimates using their "proper names"
set echo off
printf "alpha = %g\n", $coeff(0)
printf "beta = %g\n", b
printf "gamma = %g\n", g
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