|
defines scalars as fixed (non-estimable) constants | |
|
create equations with analytic derivatives of formulas (FRMLs) | |
|
equation substitution, one formula into another | |
|
Full Information Maximum Likelihood estimation (system of linear or nonlinear equations, identities, implicit equations, general cross-equation restrictions, Multivariate Normal errors) | |
|
define a linear or nonlinear equation for estimation | |
|
Generalized Method of Moments estimation, nonlinear, with heteroskedasticity- and autocorrelation-robust standard errors | |
|
same as FRML but for an identity -- no implied disturbance (for FIML) | |
|
minimum distance estimation of single or multiple equation linear or nonlinear equations, general cross-equation restrictions, additive error terms (see SUR, 3SLS also) | |
|
Maximum Likelihood estimation, log likelihood specified in FRML | |
|
Maximum Likelihood estimation, log likelihood specified in a PROC | |
|
NONLINEAR options |
describes iteration methods and options used by ARCH, BJEST, LSQ, FIML, LOGIT, ML, MLPROC, PROBIT, TOBIT, SIML, SOLVE |
|
defines scalars as estimable parameters, can supply starting values | |
|
Seeming Unrelated Regressions -- LSQ without instruments | |
|
Three Stage Least Squares -- LSQ with instruments |