Object Reference : Object View and Procedure Reference : System
  
 
wtsls
Perform weighted two-stage least squares estimation of a system of equations.
Syntax
system_name.wtls(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 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 iteration 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.wtsls
estimates the system of equations in SYS1 by weighted two-stage least squares.
Cross-references
See “Weighted Two-Stage Least Squares” for further discussion.
See also System::tsls for both unweighted and weighted single equation 2SLS.