The commands defined below may be executed in the command-line client program. They may also be placed in a "script" file for execution in the GUI, or entered using the latter's "console mode". In most cases the syntax given below also applies when you are presented with a line to type in a dialog box in the GUI (but see also gretl's online help), except that you should not type the initial command word — it is implicit from the context. One other difference is that you should not type the -o flag for regression commands in GUI dialog boxes: there is a menu item for displaying the coefficient variance–covariance matrix (which is the effect of -o in regression commands).
The following conventions are used below:
A typewriter font is used for material that you would type directly, and also for internal names of variables.
Terms in italics are place-holders: you should substitute something specific, e.g. you might type income in place of the generic xvar.
[ -o ] means that the flag -o is optional: you may type it or not (but in any case don't type the brackets).
The phrase "estimation command" means any one of ols, hilu, corc, ar, arch, hsk, tsls, wls, hccm, add, omit.
Section and Chapter references below are to Ramanathan (2002).