Suppose I have the following minimal working example of my gnuplot (4.6.2) version.
set terminal epslatex size 6cm, 4cm font "" 8 standalone
set output "test.tex"
set xrange [0:10]
set yrange [0:10]
set label "$\\alpha=1\,b=0.1$" at 2,8
plot x
Which gives me the below output:

What I now want, is to put my parameters alpha and b underneath eachother, optimally aligned at the equality sign.
I tried something like
set label "\\begin{eqnarray}\\alpha=1 \\\\ b=0.1\\end{eqnarray}" at 2,8
This does not give me errors in gnuplot, but upon compilation it fails, which an error like
! Missing \endgroup inserted.
<inserted text>
\endgroup
l.153 \gplbacktext
which does not really help me any further.
Any suggestion on how to approach this issue?

\shortstack{}environment. - Miguel