Help System (web edition)

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