heckit |
2step | Use the Heckman 2-step estimation method. Note that this option is incompatible with the maximum likelihood options below. |
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 the estimation results. |
optmethod = arg | Optimization method: “bfgs” (BFGS); “newton” (Newton-Raphson), “opg” or “bhhh” (OPG or BHHH), “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. |
cov=arg | Covariance method: “ordinary” (default method based on inverse of the estimated information matrix), “huber” or “white” (Huber-White sandwich methods)., |
covinfo = arg | Information matrix method: “opg” (OPG); “hessian” (observed Hessian). (Applicable when non-legacy “optmethod=”.) |
m=integer | Set maximum number of iterations. |
c=number | Set convergence criteria. |
numericderiv / ‑numericderiv | [Do / do not] use numeric derivatives only. If omitted, EViews will follow the global default. |
showopts / ‑showopts | [Do / do not] display the starting coefficient values and estimation options in the estimation output. |
s=number | Scale EViews’ starting values by number. |
r | Use Newton-Raphson optimizer. |
b | Use BHHH optimizer. |