d=arg (default=“n”)

Specify likelihood: normal likelihood function, ordered probit (“n”), logistic likelihood function, ordered logit (“l”), Type I extreme value likelihood function, ordered Gompit (“x”).

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 method)., “glm” (GLM method)..

covinfo = arg

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

(Applicable when non-legacy “optmethod=”.)

h

Huber-White quasi-maximum likelihood (QML) standard errors and covariances.

(Legacy option 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 “C” as starting values (see also param).

s=number

Specify a number between zero and one to determine starting values as a fraction of preliminary 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.

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.