/usr/share/gretl/scripts/greene12_1.inp is in gretl-common 1.9.6-1build1.
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1 2 3 4 5 6 7 8 | # William Greene, Econometric Analysis 4e, Example 12.1
open greene12_1.gdt
genr inc2 = income*income
# exclude obs where expenditure is zero
smpl expend > 0 --restrict
ols expend 0 age ownrent income inc2 --vcv
# gretl's "jackknife" procedure is more conservative than White
ols expend 0 age ownrent income inc2 --vcv --jackknife
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