[R] Tobit Fixed Effects

Arne Henningsen arne.henningsen at googlemail.com
Sun Sep 25 06:12:52 CEST 2011


On 25 September 2011 00:16, 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.

A reproducible example is always very useful. So please send me your
data and the R script that reproduces the error.

/Arne

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



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