[R] Tobit Fixed Effects

Arne Henningsen arne.henningsen at googlemail.com
Thu Sep 15 20:40:28 CEST 2011


On 15 September 2011 20:09, Felipe Nunes <felipnunes at gmail.com> wrote:
> I did both ways (pooled and pdata.frame), but in none I got a result. The
> coefficients are estimated, but not the std. errors. I'm using BFGS method,
> but I didn't increase the number of iterations yet. Let me try!

... and I highly recommend to use the BHHH method, particularly for
the random effects panel data estimation.

/Arne

-- 
Arne Henningsen
http://www.arne-henningsen.name



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