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# 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