[R] Tobit Fixed Effects
Joshua Wiley
jwiley.psych at gmail.com
Sun Sep 25 00:38:35 CEST 2011
Can you fit a simpler model successfully? I would play around with
all your RHS variables to try to see if there is any particular one
that causes the estimation problems. Two ways I would do this would
be to drop them one at a time, or to start from an intercept only
model (i.e., transfers.cap ~ 1) and if that runs successfully, build
up one at a time until I started to get errors. I would also, to the
extent possible, look at the individual and joint distributions of the
variables. Missing cases are probably dropped before starting the
estimation, so looking at the joint distributions on na.omit(pdata2)
may be more fruitful than on pdata2 itself.
Cheers,
Josh
On Sat, Sep 24, 2011 at 3:16 PM, Felipe Nunes <felipnunes at gmail.com> wrote:
> Hi Arne,
>
> my problem persists. I am still using censReg [version - 0.5-7] to run a
> random effects model in my data (>50,000 cases), but I always get the
> message.
>
> tob7 <- censReg(transfers.cap ~ pt.pt + psdb.pt + pt.opp + pt.coa + psdb.coa
> + pib.cap + transfers.cap.lag + pib.cap + ifdm + log(populat) +
> mayor.vot.per + log(bol.fam.per+0.01) + factor(uf.name) + factor(year) - 1,
> left=0, right=Inf, method="BHHH", nGHQ=8, iterlim=10000, data = pdata2)
>
> Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad,
> hessOrig = hess, :
> NA in the initial gradient
>
> If I sent you my data set, could you try to help me? I have been struggling
> with that for two months now.
>
> I hope you can help!
>
> Thanks,
>
> *Felipe Nunes*
> CAPES/Fulbright Fellow
> PhD Student Political Science - UCLA
> Web: felipenunes.bol.ucla.edu
>
>
>
> On Sun, Sep 18, 2011 at 9:42 AM, Felipe Nunes <felipnunes at gmail.com> wrote:
>
>> Thanks!
>>
>> *Felipe Nunes*
>> CAPES/Fulbright Fellow
>> PhD Student Political Science - UCLA
>> Web: felipenunes.bol.ucla.edu
>>
>>
>>
>> On Sun, Sep 18, 2011 at 2:19 AM, Arne Henningsen <
>> arne.henningsen at googlemail.com> wrote:
>>
>>> Hi Felipe
>>>
>>> On 18 September 2011 09:09, Felipe Nunes <felipnunes at gmail.com> wrote:
>>> > Thanks, Arne!
>>> > But I'm having another problem now. When I transform my data into a
>>> > pdata.frame form and try to run a tobit model with random effects I get
>>> an
>>> > error. Below I provide the head of my data, the code I used and the
>>> error
>>> > message. Any help?
>>> >> head(pdata)
>>> > X X.1 year mun.cod uf.cod uf.name
>>> > mun.name uf.mun
>>> > ACACRELANDIA-2003 ACACRELANDIA-2003 1 2003 1200013 12 AC
>>> > ACRELANDIA ACACRELANDIA
>>> > ACACRELANDIA-2004 CEIBIAPINA-2003 5561 2004 1200013 12 AC
>>> > ACRELANDIA ACACRELANDIA
>>> > ACACRELANDIA-2005 MGARACUAI-2007 11121 2005 1200013 12 AC
>>> > ACRELANDIA ACACRELANDIA
>>> > ACACRELANDIA-2006 MGSAO GERALDO-2006 16681 2006 1200013 12 AC
>>> > ACRELANDIA ACACRELANDIA
>>> > ACACRELANDIA-2007 PBSERTAOZINHO-2005 22241 2007 1200013 12 AC
>>> > ACRELANDIA ACACRELANDIA
>>> > ACACRELANDIA-2008 PRPIEN-2008 27801 2008 1200013 12 AC
>>> > ACRELANDIA ACACRELANDIA
>>> > transfers populat agric.pib indust.pib servic.pib
>>> apu.pib
>>> > tax.pib pib
>>> > ACACRELANDIA-2003 920 8695 31744.92 5292.439 26942.19
>>> 15955.14
>>> > 4527.178 68506.73
>>> > ACACRELANDIA-2004 0 10668 48947.97 9353.529 33134.56
>>> 19922.54
>>> > 5825.801 97261.86
>>> > ACACRELANDIA-2005 49287 11451 56291.90 11214.051 39326.32
>>> 23340.46
>>> > 7661.003 114493.30
>>> > ACACRELANDIA-2006 385000 11786 55290.26 11976.119 46405.99
>>> 27401.64
>>> > 7730.059 121402.40
>>> > ACACRELANDIA-2007 1599730 11520 68478.03 15526.679 54555.67
>>> 31382.93
>>> > 7550.055 146110.40
>>> > ACACRELANDIA-2008 1295000 11987 61736.50 12812.245 63688.96
>>> 37518.87
>>> > 7824.615 146062.30
>>> > bol.fam ifdm mayor.party mayor.num
>>> > mayor.name mayor.vot
>>> > ACACRELANDIA-2003 0 0.4225000 PSDB 45 SEBASTI\xeaO
>>> > BOCALOM RODRIGUES 2394
>>> > ACACRELANDIA-2004 402 0.3943083 PSDB 45 SEBASTI\xeaO
>>> > BOCALOM RODRIGUES 2394
>>> > ACACRELANDIA-2005 742 0.5401000 PSDB 45 SEBASTI\xcdO
>>> > BOCALOM RODRIGUES 2173
>>> > ACACRELANDIA-2006 779 0.5138000 PSDB 45 SEBASTI\xcdO
>>> > BOCALOM RODRIGUES 2173
>>> > ACACRELANDIA-2007 932 0.5109000 PSDB 45 SEBASTI\xcdO
>>> > BOCALOM RODRIGUES 2173
>>> > ACACRELANDIA-2008 968 0.5593250 PSDB 45 SEBASTI\xcdO
>>> > BOCALOM RODRIGUES 2173
>>> > mayor.vot.per
>>> > mayor.coalt voters.able
>>> > ACACRELANDIA-2003 0.5901 PSDB / PT / PC do B / PV / PMN / PSB /
>>> PPS /
>>> > PDT 6422
>>> > ACACRELANDIA-2004 0.5901 PSDB / PT / PC do B / PV / PMN / PSB /
>>> PPS /
>>> > PDT 6422
>>> > ACACRELANDIA-2005 0.4082 PP / PDT / PMDB / PPS /
>>> PFL /
>>> > PSDB 6422
>>> > ACACRELANDIA-2006 0.4082 PP / PDT / PMDB / PPS /
>>> PFL /
>>> > PSDB 6422
>>> > ACACRELANDIA-2007 0.4082 PP / PDT / PMDB / PPS /
>>> PFL /
>>> > PSDB 7548
>>> > ACACRELANDIA-2008 0.4082 PP / PDT / PMDB / PPS /
>>> PFL /
>>> > PSDB 7548
>>> > presd.turnout lula.vot lula.vot.per transfers.cap
>>> pt.dummy
>>> > pres.turnout.cap
>>> > ACACRELANDIA-2003 4282 2202 0.51425 0.1058079
>>> 0
>>> > 0.4924669
>>> > ACACRELANDIA-2004 4282 2202 0.51425 0.0000000
>>> 0
>>> > 0.4013873
>>> > ACACRELANDIA-2005 4282 2202 0.51425 4.3041656
>>> 0
>>> > 0.3739411
>>> > ACACRELANDIA-2006 4282 2202 0.51425 32.6658748
>>> 0
>>> > 0.3633124
>>> > ACACRELANDIA-2007 5461 2422 0.44400 138.8654514
>>> 0
>>> > 0.4740451
>>> > ACACRELANDIA-2008 5461 2422 0.44400 108.0337032
>>> 0
>>> > 0.4555769
>>> > pib.cap mun.vote mun.vote2 mun.vote3 mayor.party.r
>>> > mayor.party.r2 lula.vot.weight
>>> > ACACRELANDIA-2003 7.878865 1 PT 0.PT 0
>>> > 2.Opposition 5.084315e-06
>>> > ACACRELANDIA-2004 9.117160 1 PT 0.PT 0
>>> > 2.Opposition 5.084315e-06
>>> > ACACRELANDIA-2005 9.998542 1 PT 0.PT 0
>>> > 2.Opposition 5.084315e-06
>>> > ACACRELANDIA-2006 10.300560 1 PT 0.PT 0
>>> > 2.Opposition 5.084315e-06
>>> > ACACRELANDIA-2007 12.683194 0 PSDB 1.PSDB 0
>>> > 2.Opposition 5.592285e-06
>>> > ACACRELANDIA-2008 12.185059 0 PSDB 1.PSDB 0
>>> > 2.Opposition 5.592285e-06
>>> > trans.dummy transfers.cap.lag year2 district term
>>> > pt.pt pt.coa pt.opp psdb.pt
>>> > ACACRELANDIA-2003 1 NA 2003-2004 PT/Opo 0
>>> > 0 0 1 0
>>> > ACACRELANDIA-2004 0 NA 2003-2004 PT/Opo 0
>>> > 0 0 1 0
>>> > ACACRELANDIA-2005 1 474.56074 2005-2006 PT/Opo 0
>>> > 0 0 1 0
>>> > ACACRELANDIA-2006 1 22.94781 2005-2006 PT/Opo 0
>>> > 0 0 1 0
>>> > ACACRELANDIA-2007 1 0.00000 2007-2008 PSDB/Opo 1
>>> > 0 0 0 0
>>> > ACACRELANDIA-2008 1 0.00000 2007-2008 PSDB/Opo 1
>>> > 0 0 0 0
>>> > psdb.coa psdb.opp time transf.log
>>> > ACACRELANDIA-2003 0 0 1 -2.236723
>>> > ACACRELANDIA-2004 0 0 2 -6.907755
>>> > ACACRELANDIA-2005 0 0 3 1.459816
>>> > ACACRELANDIA-2006 0 0 4 3.486362
>>> > ACACRELANDIA-2007 0 1 1 4.933513
>>> > ACACRELANDIA-2008 0 1 2 4.682453
>>> > tob6 <- censReg(transfers.cap ~ pt.pt + psdb.pt + pt.opp + pt.coa +
>>> psdb.coa
>>> > + transfers.cap.lag + pib.cap + ifdm + log(populat) + mayor.vot.per +
>>> > bol.fam + factor(uf.name) + factor(year), left=0, right=Inf,
>>> method="BHHH",
>>> > nGHQ=15, data = pdata)
>>> > Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad,
>>> > hessOrig = hess, :
>>> > NA in the initial gradient
>>>
>>> Please try to use the latest development version of the censReg
>>> package, i.e. version 0.5-7 which is available at R-Forge [1] (see
>>> [2], [3], and [4]).
>>>
>>> [1] https://r-forge.r-project.org/R/?group_id=256
>>> [2] http://tolstoy.newcastle.edu.au/R/e15/help/11/09/7037.html
>>> [3] http://tolstoy.newcastle.edu.au/R/e15/help/11/09/7288.html
>>> [4] http://tolstoy.newcastle.edu.au/R/e15/help/11/09/7307.html
>>>
>>> /Arne
>>>
>>> --
>>> Arne Henningsen
>>> http://www.arne-henningsen.name
>>>
>>
>>
>
> [[alternative HTML version deleted]]
>
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--
Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, ATS Statistical Consulting Group
University of California, Los Angeles
https://joshuawiley.com/
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