Estimates a system of equations using weighted least squares.

Syntax

system_name.wls(options)

Options

i | Iterate simultaneously over the weighting matrix and coefficient vector. |

s | Iterate sequentially over the computation of the weighting matrix and the estimation of the coefficient vector. |

o (default) | Iterate the estimate of the coefficient vector to convergence following one-iteration of the weighting matrix. |

c | One step (iteration) of the coefficient vector estimates 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 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 the estimation results. |

Examples

sys1.wls

estimates the system of equations in SYS1 by weighted least squares.

Cross-references