Error trying to insert embed of gist (GitHub) via PHP

I'm trying to insert an embed of a gist via PHP as follows:

<?php
    echo "<script src='https://gist.github.com/schacon/4277.js'></script>";
?>

However, when parsing the console, the following error is returned:

  

Failed to execute 'write' on 'Document': It is not possible to write   into a document from an asynchronously-loaded external script unless   it is explicitly opened.

I've tried it too:

echo "<iframe src='https://gist.github.com/schacon/4277.js'></iframe>";

e:

echo "<embed src='https://gist.github.com/schacon/4277.js'></embed>";

but both return:

  

Refused to display ' link ' in a   frame because it set 'X-Frame-Options' to 'deny'.

How can I make it show the gist? Or is it not possible this way?