[R] function censReg in panel data setting

Igors igors.lahanciks at gmail.com
Fri Sep 9 22:00:32 CEST 2011


Dear Arne,


Thank you for your answer. However it doesn't solve my problem fully. 

The problem is that I have much bigger data set than I sent to you (it was
only a small part : 874 obs.). My full data set is 546718 obs.

If I try to use censReg on full data set, then it still gives me the same
already mentioned error about Na's in the initial gradient.


I have sent you an e-mail with full dataset and the code. I would really
appreciate if you could check how it works and suggest me how to solve this
problem. 

I have noticed that you use "iterlim" argumet to specify maximum number of
iterations.  How this argument could affect possibility of obtaining
estimates? 



/Igors

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