The SimultaneousSystemMode enumeration is used to determine the method of estimation of linear systems of simultaneous equations.
It is used by the following property:
Value | Brief description | |
0 | General. Linear model of general type. | |
1 | OLS. Vector regression by least-square method. | |
2 | TSLS. Vector regression by two-step least-square method (2SLS). | |
3 | SUR. Vector regression by equations without external connection. | |
4 | 3SLS. Vector regression by three-step least-square method. | |
5 | FIML. Method of maximum likelihood with full information. |
See also: