a two-stage least-squares step to get residuals to estimate the cross-equation correlation matrix; and the final 3SLS estimation step. The 3SLS option on the PROC SYSLIN statement specifies the ...

a multiple of the identity matrix is added to the Hessian matrix. If this algorithm is used for least-squares problems, it performs a ridged Gauss-Newton minimization. The NRRIDG method performs well ...