[R] function censReg in panel data setting

felipnunes felipnunes at gmail.com
Sat Sep 24 23:58:59 CEST 2011

Hi guys,

did you figure out a way to solve your problem, Igor?

I'm still trying to understand what's happening to my estimations. My data
set is also big (>50,000) and I get the same error: 

Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad,
hessOrig = hess,  : 
  NA in the initial gradient

I already tried many different specifications and the error is always the
same. I'm fitting the following model:

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)


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