| Option |
Description |
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ACROSS
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Corrects for autocorrelation across equations as well as within a single equation.
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AUTO
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Corrects the equations for first-order autocorrelation or for higher order if specified on the ORDER= option.
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DN
|
Estimates the error variance by dividing the residual sum of squares by N instead of N–K. This option is the default. Use NODN to divide by N-K.
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DRHO
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Gives a different value of rho for each equation.
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DUMP
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Dumps the internal code that SHAZAM has generated for the EQ commands.
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EVAL
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Evaluates the likelihood function for the starting value prints out the answer without doing any estimation if ITER=0 is specified.
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GENRVAR
|
Takes a vector of coefficients and generates a set of scalar variables.
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LOGDEN
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Tells SHAZAM that the equation given on the EQ command is the LOG-DENSITY for a single observation.
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MAXFUNC
|
Maximizes the function given on the EQ command.
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MINFUNC
|
Minimizes the equation given on the EQ command.
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NOCONEXOG
|
Do not include a constant in the list of exogs variables.
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NOPSIGMA
|
Suppress printing of the sigma matrix.
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NUMCOV
|
Uses numeric difference method to compute derivatives in the algorithm.
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NUMERIC
|
Uses the numeric difference method to compute derivative used in the algorithm.
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OPGCOV
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Uses the outer-product of the Gradient method to compute the covariance matrix.
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PCOV
|
Prints an estimate of the covariance matrix of coefficients after convergence.
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SAME
|
Will run the previous NL regression without repeating the EQ commands.
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SOLVE
|
Solves the equations given on the EQ command as a set of nonlinear simultaneous equations.
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AUTCOV=
|
Lag length used with the GMM= option.
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CONV=
|
Specifies the convergence criterion for the coefficients.
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IN=
|
Reads back the coefficients that were saved with the OUT option.
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ITER=
|
Specifies the maximum number of iterations.
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GMM=
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Specifies the weighting matrix for Generalized Method of Moments estimation.
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GMMOUT=
|
Saves the weighting matrix in the variable specified. This option is available with GMM=HETCOV, BARTLETT, TRUNC, QS, PARZEN or TUKEY.
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METHOD=
|
Default is Davidon-Fletcher-Powell algorithm. An alternative is the Broyden-Fletcher-Goldfarb-Shanno (BFGS) or Simulated Annealing (SA).
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HYBRID
|
Specifies that Simulated Annealing should be used to estimate a set of starting points and subsequently the method specified in METHOD= should be used to find the solution to the problem.
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SAITER=
|
Specifies the maximum number of function trials the Simulated Annealing algorithm will evaluate before returning. Requires METHOD=SA or HYBRID
|
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SACONV=
|
Specifies the convergence criterion of the Simulated Annealing algorithm. Requires METHOD=SA or HYBRID.
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SAUPPER=
|
A vector used to specify upper limits on the range of allowed coefficients. Requires METHOD=SA or HYBRID.
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SALOWER=
|
A vector used to specify lower limits on the range of allowed coefficients. Requires METHOD=SA or HYBRID.
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SANEPS=
|
Specifies how many function evaluations should be used to determine convergence of when performing Simulated Annealing. Requires METHOD=SA or HYBRID.
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SANS=
|
Determines the number of cycles the Simulated Annealing algorithm iterates through. Requires METHOD=SA or HYBRID.
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SANT=
|
Determines how many evaluations that should be used by Simulated Annealing before reducing the, internal, temperature variable. Requires METHOD=SA or HYBRID.
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SATRF=
|
A positive value, between 0 and 1, that determines how slowly simulated annealing reduces the internal temperature variable. Requires METHOD=SA or HYBRID.
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SAUPFAC=
|
A factor that can be used to specify the upper bounds array in terms of a factor applied to the initial conditions vector. Requires METHOD=SA or HYBRID.
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SALOWFAC=
|
A factor that is can be used to specify the lower bounds array in terms of a factor applied to the initial conditions vector. Requires METHOD=SA or HYBRID.
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NCOEF=
|
Specifies the number of coefficients to be estimated.
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ORDER=
|
Specifies the order of autocorrelation to be corrected for when the AUTO option is used.
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OUT=
|
Writes out on unit 3 the values of the coefficients after each iteration. Useful for restarting the model in another run with the IN option described above.
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PITER=
|
Specifies the frequency with which iterations will be printed.
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SIGMA=
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Saves the sigma matrix in the variable specified.
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START=
|
Uses the values in the specified variable as starting values for the estimation.
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STEPSIZE=
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Specifies the stepsize to use with the NUMCOV option to control the differential in numeric derivatives.
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ZMATRIX=
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Specifies a matrix to create and use to store the derivatives of the nonlinear function.
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