/usr/share/gretl/scripts/misc/leverage.inp is in gretl-common 2016a-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | # Illustration of the analysis of influential observations
# and "leverage". The example comes from Davidson and
# MacKinnon's "Estimation and Inference in Econometrics"
# (Oxford, 1993), Chapter 1.
open leverage.gdt
# OLS using "correct" x data
ols y 0 x1
leverage
# using data with an erroneous value for x at
# observation 7 (otherwise x2 is identical to x1)
ols y 0 x2
leverage
|