[R] Bootstrapped Tobit regression - get standard error 0...

[Ravi Kulkarni]

I am trying to work out a bootstrapped Tobit regression model. I get the
coefficients all right, but they all have standard error zero. And I am
unable to figure out why. I know the coefficients are correct because that's
what I get when do a Tobit (without bootstrapping). Here's my code:

# Bootstrap 95% CI for Tobit regression coefficients?
library(boot)
library(AER) # for the Affairs dataset
data(Affairs)

# function to obtain regression weights
bs <- function(formula, data, indices) {
  d <- data[indices,] 
  fit <- tobit(formula, data=Affairs)
  return(coef(fit))
}
# bootstrapping with 1000 replications
results <- boot(data=Affairs, statistic=bs,
   R=1000, formula=affairs~age+yearsmarried+religiousness+occupation+rating)

# view results
results

That gives me the right coefficients, but the SEs are all zero, so I cannot
get 95% confidence intervals...

Any help is welcome...

  Ravi





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