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”.) |
b | Use Berndt-Hall-Hall-Hausman (BHHH) as maximization algorithm. The default is Marquardt. (Applicable when “optmethod=legacy”.) |
cov=arg | 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”.) |
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. |
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. |