Any good news Arne?

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



On Thu, Sep 29, 2011 at 5:10 AM, Arne Henningsen <
arne.henningsen@googlemail.com> wrote:

> Hi Felipe
>
> On 25 September 2011 00:16, Felipe Nunes <felipnunes@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.
>
> Thanks for sending me your data set. With it, I was able to figure
> out, where the NAs in the (initial) gradients come from: when
> calculating the derivatives of the standard normal density function [d
> dnorm(x) / d x = - dnorm(x) * x], values for x that are larger than
> approximately 40 (in absolute terms) result in so small values (in
> absolute terms) that R rounds them to zero. Later, these derivatives
> are multiplied by some other values and then the logarithm is taken
> ... and multiplying any number by zero and taking the logarithms gives
> not a finite number :-(
>
> When *densities* of the standard normal distribution become too small,
> one can use dnorm(x,log=TRUE) and store the logarithm of the small
> number, which is much larger (in absolute terms) than the density and
> hence, is not rounded to zero. However, in the case of the
> *derivative* of the standard normal density function, this is more
> complicated as log( d dnorm(x) / d x ) =  log( dnorm(x) ) + log( - x )
> is not defined if x is positive. I will try to solve this problem by
> case distinction (x>0 vs. x<0). Or does anybody know a better
> solution?
>
> /Arne
>
> --
> Arne Henningsen
> http://www.arne-henningsen.name
>

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