Unless otherwise stated the estimation method is ordinary least squares (OLS). As an alternative the Lp norm may be used as the measure for goodness-of-fit and the p value is indicated by the extra specification CRITERION=Lp where p is a positive number. Thus CRITERION=L2 is same as OLS and CRITERION=L1 corresponds to the minimum absolute deviation, which may also be selected by CRITERION=ABS. If p<>2, METHOD=H must be used. S = more on extra specifications in ESTIMATE

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