Let me explain my problem: I have a data set of municipalities from 2002 to
2010. For each municipality I have the amount of money per capita invested
in infra-structure for each year. This variable is truncated at zero, as
there is no negative values for investment and there are many cases in which
the municipality didn't receive any benefit. At the same time, the
investment per capita in some municipalities is really huge, making the
distribution very skewed.

My main independent variable is categorical (k=6). I, then, estimate my
models with 5 dummies, excluding one of the categories as reference. I also
have other continuous variables that I use for control purposes, such as GDP
capita and poverty rate.

Given all that, I'm trying to fit a tobit model that includes year and
municipalities fixed effects.

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.

(2) when I tried

tob4 <- survreg(Surv(transfers.cap, trans.dummy) ~ factor(uf.mun) +
factor(mayor) + transfers.cap.lag + pib.cap + cluster(factor(year)),
dist='exponential', data=pool)

I got the following message

Error: cannot allocate vector of size 1.8 Gb
R(2080,0xa0437540) malloc: *** mmap(size=1885925376) failed (error code=12)
*** error: can't allocate region
*** set a breakpoint in malloc_error_break to debug
R(2080,0xa0437540) malloc: *** mmap(size=1885925376) failed (error code=12)
*** error: can't allocate region
*** set a breakpoint in malloc_error_break to debug

(3) and I couldn't find the proper way to calculate my model using the tobit
function.

I appreciate your help!


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



On Thu, Sep 15, 2011 at 12:03 AM, Joshua Wiley <jwiley.psych@gmail.com>wrote:

> On Wed, Sep 14, 2011 at 11:56 PM, Daniel Malter <daniel@umd.edu> wrote:
> > Not satisfactory in which sense?
> >
> > The survreg(Surv(Value,Censoring)~indvars+strata(id)) should/may work.
> For a
>
> or cluster(year) if you have a new sample of people in each year
>
> > discussion of Tobit fixed effects, see also Greene's website:
> >
> > http://pages.stern.nyu.edu/~wgreene/publications.htm under "Fixed Efects
> and
> > Bias Due to the Incidental Parameters Problem in the Tobit Model"
> >
> > HTH,
> > Daniel
> >
> > --
> > View this message in context:
> http://r.789695.n4.nabble.com/Tobit-Fixed-Effects-tp3814771p3814830.html
> > Sent from the R help mailing list archive at Nabble.com.
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > 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.
>
> --
> Joshua Wiley
> Ph.D. Student, Health Psychology
> Programmer Analyst II, ATS Statistical Consulting Group
> University of California, Los Angeles
> https://joshuawiley.com/
>

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