family=arg (default=“normal”)

Distribution family: Normal (“normal”), Poisson (“poisson”), Binomial Count (“binomial”), Binomial Proportion (“binprop”), Negative Binomial (“negbin”), Gamma (“gamma”), Inverse Gaussian (“igauss”), Exponential Mean (“emean)”, Power Mean (“pmean”), Binomial Squared (“binsq”).

The Binomial Count, Binomial Proportion, Negative Binomial, and Power Mean families all require specification of a distribution parameter:

n=arg (default=1)

Number of trials for Binomial Count (“family=binomial”) or Binomial Proportions (“family=binprop”) families.

fparam=arg

Family parameter value for Negative Binomial (“family=negbin”) and Power Mean (“family=pmean”) families.

link=arg (default=“identity”)

Link function: Identity (“identity”), Log (“log”), Log Compliment (“logc”), Logit (“logit”), Probit (“probit”), Log-log (“loglog”), Complementary Log-log (“cloglog”), Reciprocal (“recip”), Power (“power”), Box-Cox (“boxcox”), Power Odds Ratio (“opow”), Box-Cox Odds Ratio (“obox”).

The Power, Box-Cox, Power Odds Ratio, and Box-Cox Odds Ratio links all require specification of a link parameter specified using “lparam=”.

lparam=arg

Link parameter for Power (“link=power”), Box-Cox (“link=boxcox”), Power Odds Ratio (“link=opow”) and Box-Cox Odds Ratio (“link=obox”) link functions.

offset=arg

Offset terms.

disp=arg

The default is family specific: “unit” for Binomial Count, Binomial Proportion, Negative Binomial, and Poison, and “pearson” for all others.

The “deviance” option is only offered for families in the exponential family of distributions (Normal, Poisson, Binomial Count, Binomial Proportion, Negative Binomial, Gamma, Inverse Gaussian).

dispval=arg

User-dispersion value (if “disp=user”).

fwgts=arg

Frequency weights.

w=arg

Weight series or expression.

wtype=arg (default=“istdev”)

Weight specification type: inverse standard deviation (“istdev”), inverse variance (“ivar”), standard deviation (“stdev”), variance (“var”).

wscale=arg

Weight scaling: EViews default (“eviews”), average (“avg”), none (“none”).

The default setting depends upon the weight type: “eviews” if “wtype=istdev”, “avg” for all others.

optmethod = arg

Optimization method: “bfgs” (BFGS); “newton” (Newton-Raphson), “opg” or “bhhh” (OPG or BHHH), “fisher” (IRLS – Fisher Scoring), “legacy” (EViews legacy).

Newton-Raphson is the default method.

optstep = arg

 

Step method: “marquardt” (Marquardt); “dogleg” (Dogleg); “linesearch” (Line search).

Marquardt is the default method.

estmeth=arg (default=”marquardt”)

Legacy estimation algorithm: Quadratic Hill Climbing (“marquardt”), Newton-Raphson (“newton”), IRLS - Fisher Scoring (“irls”), BHHH (“bhhh”).

(Applicable when “optmethod=legacy”.)

m=integer

Set maximum number of iterations.

c=scalar

Set convergence criterion. The criterion is based upon the maximum of the percentage changes in the scaled coefficients. The criterion will be set to the nearest value between 1e-24 and 0.2.

s

Use the current coefficient values in estimator coefficient vector as starting values (see also param).

s=number

Specify a number between zero and one to determine starting values as a fraction of EViews default values (out of range values are set to “s=1”).

showopts / ‑showopts

[Do / do not] display the starting coefficient values and estimation options in the estimation output.

preiter=arg (default=0)

Number of IRLS pre-iterations to refine starting values (only available for non-IRLS estimation).

cov=arg

Covariance method: “ordinary” (default method based on inverse of the estimated information matrix), “huber” or “white” (Huber-White sandwich method), “glm” (GLM method).

covinfo = arg

Information matrix method: “opg” (OPG); “hessian” (observed Hessian), “fisher” (expected Hessian).

(Applicable when “optmethod=” not equal to “legacy”.

nodf

Do not degree-of-freedom correct the coefficient covariance estimate.

covlag=arg (default=1)

Whitening lag specification: integer (user-specified lag value), “a” (automatic selection).

Applicable where “cov=hac”.

covinfosel=arg (default=”aic”)

Information criterion for automatic selection: “aic” (Akaike), “sic” (Schwarz), “hqc” (Hannan-Quinn) (if “lag=a”).

For settings where “cov=hac, covlag=a”.

covmaxlag=integer

For settings where “cov=hac, covlag=a”.

covkern=arg (default=“bart”)

Kernel shape: “none” (no kernel), “bart” (Bartlett, default), “bohman” (Bohman), “daniell” (Daniel), “parzen” (Parzen), “parzriesz” (Parzen-Riesz), “parzgeo” (Parzen-Geometric), “parzcauchy” (Parzen-Cauchy), “quadspec” (Quadratic Spectral), “trunc” (Truncated), “thamm” (Tukey-Hamming), “thann” (Tukey-Hanning), “tparz” (Tukey-Parzen).

For settings where “cov=hac”.

covbw=arg (default=“fixednw”)

Kernel Bandwidth: “fixednw” (Newey-West fixed), “andrews” (Andrews automatic), “neweywest” (Newey-West automatic), number (User-specified bandwidth).

For settings where “cov=hac” and “covkern=” is specified.

covnwlag=integer

Newey-West lag-selection parameter for use in nonparametric kernel bandwidth selection (if “covbw=neweywest”).

For settings where “cov=hac” and “covkern=” is specified.

covbwoffset=number

Apply offset to automatically selected bandwidth.

For settings where “cov=hac”, “covkern=” is specified, and “covbw=” is not user-specified.

covbwint

Use integer portion of kernel bandwidth.

For settings where “cov=hac” and “covkern=” is specified.

coef=arg

Specify the name of the coefficient vector (if specified by list); the default behavior is to use the “C” coefficient vector.

prompt

Force the dialog to appear from within a program.

p

Print results.