Object Reference : Object View and Procedure Reference : System
  
 
3sls
Estimate a system of equations by three-stage least squares.
Syntax
system_name.3sls(options)
Options
 
i
Iterate simultaneously over the weighting matrix and coefficient vector.
s
Iterate sequentially over the weighting matrix and coefficient vector.
o (default)
Iterate the coefficient vector to convergence following one-iteration of the weighting matrix.
c
One step (iteration) of the coefficient vector following one-iteration of the weighting matrix.
m=integer
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.
l=number
Set maximum number of iterations on the first-stage coefficient estimation to get the one-step weighting matrix.
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.
prompt
Force the dialog to appear from within a program.
p
Print estimation results.
Examples
sys1.3sls(i)
Estimates SYS1 by the 3SLS method, iterating simultaneously on the weighting matrix and the coefficient vector.
nlsys.3sls(showopts,m=500)
Estimates NLSYS by 3SLS with up to 500 iterations. The “showopts” option displays the starting values and other estimation options.
Cross-references
See “System Estimation” or discussion of system estimation.