Object Reference : Object View and Procedure Reference : System
Estimation by full information maximum likelihood.
fiml estimates a system of equations by full information maximum likelihood (assuming a multivariate normal distribution).
rcov = arg
Restricted residual covariance matrix in estimation: “diag” (non-zero diagonal and zero off-diagonal elements), “usercov” (fully specified user covariance matrix), “userfactor” user provides the matrix , such that equals the fully specified covariance matrix).
Note that system objects estimated using a restricted FIML estimator are not backward compatible with earlier versions of EViews, and will be dropped from the workfile if opened in a version prior to 9.5.
rcovname= arg
Name of the matrix for determining the user specified residual covariance matrix.
(Applicable when “rcov=usercov” or “rcov=userfactor”.)
optmethod = arg
Optimization method: “bfgs” (BFGS); “newton” (Newton-Raphson), “opg” or “bhhh” (OPG or BHHH), “legacy” (EViews legacy).
“bfgs” is the default for new equations.
optstep = arg
Step method: “marquardt” (Marquardt - default); “dogleg” (Dogleg); “linesearch” (Line search).
(Applicable when “optmethod=bfgs”, “optmethod=newton” or “optmethod=opg”.)
Use Berndt-Hall-Hall-Hausman (BHHH) as maximization algorithm. The default is Marquardt.
(Applicable when “optmethod=legacy”.)
Covariance method: “ordinary” (default method based on inverse of the estimated information matrix), “huber” or “white” (Huber-White sandwich method).
covinfo = arg
Information matrix method: “opg” (OPG); “hessian” (observed Hessian), “
(Applicable when non-legacy “optmethod=” with “cov=ordinary”.)
Maximum number of iterations.
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.
Force the dialog to appear from within a program.
Print estimation results.
estimates SYS1 by FIML using the default settings.
estimates SYS1 by FIML with the off-diagonal residual covariances set to zero.
sys1.fiml(rcov=user, rcovname=mycov)
estimates a FIML model using MYCOV as the residual covariance matrix.
See “System Estimation” for a discussion of systems in EViews.