[R] Tobit Regression with unbalanced Panel Data

[Arne Henningsen]

Dear Vanessa

Please provide a minimal *reproducible* example that illustrates your
problem, e.g. using a data set that is included in an R package.

Best regards,
Arne



On 4 January 2017 at 10:28, Vanessa Romero <vanrome54 at gmail.com> wrote:
> Hello,
>
> I am doing Tobit Regression in R, because my dependent variable is censored
> at 0. I have unbalanced panel data, for 6 years, 107 companies. I use
> package CensReg.
>
> I have imported my database(T1).
>
> I use pdata.frame to specify the structure of my panel data. Like:
>
>
> *mydata<- pdata.frame (T1, index = c("firm", "year")) *
> Afterwards:
>
> *Tob <- censReg(formula=Imp ~ Bath + CEOTurnover + ChangeOCF + E + Sales +
> ROE + GTA + Size , data = mydata, method="BHHH") *
> (as explained here:
> https://cran.r-project.org/web/packages/censReg/vignettes/censReg.pdf)
>
> I got here error message:
>
>
> *Warnmeldung: In log(rEff$ercomp$sigma$id) : NaNs wurden erzeugt*
>
> Another error message when *summary(Tob)*
>
>
>
>
>
> *Call: censReg(formula = Imp ~ Bath + CEOTurnover + ChangeOCF + E + Sales +
> ROE + GTA + Size, data = mydata, method = "BHHH") Observations: Total
> Left-censored Uncensored Right-censored 606 469 137 0 Coefficients: Fehler
> in printCoefmat(coef(x, logSigma = logSigma), digits = digits) : 'x' must
> be coefficient matrix/data frame*
>
> I am new to statistics and to R, what could be the problem or would you
> suggest using other package.
>
> Thank you,
> Vanessa
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.



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