tsls |
m=integer | Set maximum number of iterations. |
c=number | 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. |
numericderiv / ‑numericderiv | [Do / do not] use numeric derivatives only. If omitted, EViews will follow the global default. |
fastderiv / ‑fastderiv | [Do / do not] use fast derivative computation. 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 | Use the current coefficient values in “C” as starting values for equations with AR or MA terms (see also
param). |
s=number | Determine starting values for equations specified by list with AR or MA terms. Specify a number between zero and one representing the fraction of preliminary least squares estimates computed without AR or MA terms. Note that out of range values are set to “s=1”. Specifying “s=0” initializes coefficients to zero. By default, EViews uses “s=1”. |
cx=arg | Cross-section effects. For fixed effects estimation, use “cx=f”; for random effects estimation, use “cx=r”. |
per=arg | Period effects. For fixed effects estimation, use “cx=f”; for random effects estimation, use “cx=r”. |
wgt=arg | GLS weighting: (default) none, cross-section system weights (“wgt=cxsur”), period system weights (“wgt=persur”), cross-section diagonal weighs (“wgt=cxdiag”), period diagonal weights (“wgt=perdiag”). |
cov=arg | Coefficient covariance method: (default) ordinary, White cross-section system robust (“cov=cxwhite”), White period system robust (“cov=perwhite”), White heteroskedasticity robust (“cov=stackedwhite”), Cross-section system robust/PCSE (“cov=cxsur”), Period system robust/PCSE (“cov=persur”), Cross-section heteroskedasticity robust/PCSE (“cov=cxdiag”), Period heteroskedasticity robust (“cov=perdiag”). |
keepwgts | Keep full set of GLS weights used in estimation with object, if applicable (by default, only small memory weights are saved). |
rancalc=arg (default=“sa”) | Random component method: Swamy-Arora (“rancalc=sa”), Wansbeek-Kapteyn (“rancalc=wk”), Wallace-Hussain (“rancalc=wh”). |
nodf | Do not perform degree of freedom corrections in computing coefficient covariance matrix. The default is to use degree of freedom corrections. |
coef=arg | Specify the name of the coefficient vector (if specified by list); the default is to use the “C” coefficient vector. |
iter=arg (default=“onec”) | Iteration control for GLS specifications: perform one weight iteration, then iterate coefficients to convergence (“iter=onec”), iterate weights and coefficients simultaneously to convergence (“iter=sim”), iterate weights and coefficients sequentially to convergence (“iter=seq”), perform one weight iteration, then one coefficient step (“iter=oneb”). Note that random effects models currently do not permit weight iteration to convergence. |
s | Use the current coefficient values in “C” as starting values for equations with AR or MA terms (see also
param). |
s=number | Determine starting values for equations specified by list with AR terms. Specify a number between zero and one representing the fraction of preliminary least squares estimates computed without AR terms. Note that out of range values are set to “s=1”. Specifying “s=0” initializes coefficients to zero. By default, EViews uses “s=1”. |
unbalsur | Compute SUR factorization in unbalanced data using the subset of available observations for a cluster. |
prompt | Force the dialog to appear from within a program. |
p | Print estimation results. |