optmethod = arg

Optimization method: “bfgs” (BFGS); “newton” (Newton-Raphson), “opg” or “bhhh” (OPG or BHHH), “legacy” (EViews legacy).

BFGS 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=”.)

b

Use Berndt-Hall-Hall-Hausman (BHHH) algorithm (default is Marquardt).

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.

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 basic estimation results.