[R] function censReg in panel data setting

Igors igors.lahanciks at gmail.com
Tue Sep 6 07:51:12 CEST 2011

>You chose a suitable solution for the first problem (NA in initial
>gradient). Unfortunately, the documentation of "censReg" is not very
>clear regarding starting values of panel tobit models. Please note
>that you have to specify 4 starting values: intercept, slope
>parameter, variance of the individual effects ("mu"), and variance of
>the general error term ("nu").

I have already tried to use 4 parameters, here is what I get:

> UpC <- censReg(Power ~ Windspeed, left = -Inf, right =
> 2000,data=PData_In,method="BHHH",nGHQ = 4,start=c(-691,189,5,5))

Error in censReg(Power ~ Windspeed, left = -Inf, right = 2000, data =
PData_In,  : 
  argument 'start' must have length 3

Any ideas how to overcome this one? Could this be an error in package or
censReg function?

All the best,

Best wishes from Copenhagen,

Arne Henningsen

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