Please see attachments for the question. File 1 is question, 2 is data Please provide me step. Thanks a lot!

Solution:
In Gretl we chose Model -> Panel -> Fixed or random effects... ->
Specify dependent (y) and independent (x2) variables and click "Random effects"
The below output will be generated:
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: homoskedastic
Correlation: no autocorrelation
Estimated covariances = ...