Hi Arne,

I did both ways (pooled and pdata.frame), but in none I got a result. The
coefficients are estimated, but not the std. errors. I'm using BFGS method,
but I didn't increase the number of iterations yet. Let me try!

Best,

*Felipe Nunes*
CAPES/Fulbright Fellow
PhD Student Political Science - UCLA
Web: felipenunes.bol.ucla.edu



On Thu, Sep 15, 2011 at 3:33 AM, Arne Henningsen <
arne.henningsen@googlemail.com> wrote:

> Dear Felipe
>
> On 15 September 2011 09:58, Felipe Nunes <felipnunes@gmail.com> wrote:
> > My technical problems were:
> >
> > (1) tob3 <- censReg(transfers.cap ~ factor(mayor) + vot.weight + vot.per
> +
> > transfers.cap.lag + pib.cap + cluster(factor(year)), left=0, data = pool)
> >
> > Using 'censReg' my results never converge. Std. errors are not calculated
> > and the coefficients are weird.
>
> Did you estimate the model for the pooled data set (i.e. not
> considering the panel structure)? Or did you create a "panel data
> frame" using pdata.frame(), which is available in package "plm", and
> estimate a random-effects model?
>
> What do you exactly mean with "never converge"? Did you try to
> increase the maximum number of iterations (argument "iterlim")? Did
> you try to use other optimization methods, e.g. BHHH (argument
> "method")?
>
> What is the effect of using "cluster()" in the model (formula)
> specification?
>
> /Arne
>
> --
> Arne Henningsen
> http://www.arne-henningsen.name
>

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