Re: [R] function censReg in panel data setting

From: felipnunes <felipnunes_at_gmail.com>
Date: Sat, 24 Sep 2011 14:58:59 -0700 (PDT)

Hi guys,

did you figure out a way to solve your problem, Igor?

I'm still trying to understand what's happening to my estimations. My data set is also big (>50,000) and I get the same error:

Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad, hessOrig = hess, :
  NA in the initial gradient

I already tried many different specifications and the error is always the same. I'm fitting the following model:

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)

Thanks

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Received on Sun 25 Sep 2011 - 00:31:01 GMT

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