I confirm the same result with Ubunto.
Shift+home should select to beginning of line. Used a text editor to confirm this.

2009/11/22 Patricio CuarĂ³n <patriciocuaron@gmail.com>
Version: 1.8.5 on windows 7.
Bug(?): Open a gretl console window and type something. Press shift+home, cursor goes to the beginning of the line. From the start of the line press shift+end: the whole line is selected. Ctrl+shift+arrows work as intended.

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