Regression Options

The estimation instructions AR1, BOXJENK, DDV, ITERATE, LDV, LGT, LINREG, MAXIMIZE, MRESTRICT, NLLS, NLSYSTEM, PRBIT, RESTRICT, STWISE and SUR share several common options. We describe these below (defaults appear in brackets):

Commonly Used Options

[PRINT]/NOPRINT

VCV/[NOVCV]

These control the printing of the regression output and the estimated Covariance/correlation matrix of the coefficients, respectively.

TITLE="title for output" [none]

This option allows you to supply your own title to label the resulting output.

SMPL=Standard SMPL option [unused].

Omits from the estimation any observations where SMPL series or expression is zero. Not available for ITERATE or BOXJENK.

DEFINE=equation to define [unused].

Defines an equation from the regression. Not available with ITERATE, DDV, LDV, NLLS, PRB or SUR.

FRML=formula to define [unused]

Defines a formula from the regression (the FRML option works differently with NLLS). Only (in this form) for LINREG, AR1 and STWISE.

Less Common Options

DFC=degrees of freedom correction [0].

Allows you to correct for degrees of freedom lost in the dependent variable in processing prior to the regression. Not available on MAXIMIZE, MRESTRICT, DDV, or RESTRICT.

ENTRIES=number of entries to use from supplementary card [all].

Not available with ITERATE, MRESTRICT, NLLS, RESTRICT, or SUR.

UNRAVEL/[NOUNRAVEL]

Substitute out for ENCODED variables. Not available for ITERATE, BOXJENK, or NLLS.