search for: censreg

Hello all, I have a problem estimating Random Effects model using censReg function. small part of code: UpC <- censReg(Power ~ Windspeed, left = -Inf, right = 2000,data=PData_In,method="BHHH",nGHQ = 4) Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad, hessOrig = hess, : NA in the initial gradient ...then I tried to set starting va...

Hi - First post, so excuse any errors in protocol: Wanted to ask if there's an easy way to use 'predict' with objects of class 'censReg', 'maxLik', 'maxim' or 'list'. Have a left-censored dataset, attempting to use a Tobit model and am working with the censReg package. I like how easy it is to move from glm models to predictions with 'predict' and wanted to ask if there was a way to do so with o...

Hello! I'm thinking of applying a censored regression model to cross-sectional data, using either the tobit (package survival) or the censReg function (package censReg). The dependent variable is left and right-censored. My hopefully not too silly question is this: I understand that heteroskedasticity and nonnormal errors are even more serious problems in a censored regression than in an ols-regression. But I'm not sure how to test...

Hi there, I need to run a Tobit Fixed Effects in a panel data with 4500 units for 8 years. It is a huge data set, my dependent variable is left truncated at zero, the distribution is skewed and my panel is balanced. Any suggestions on how to do that in R? I tried stuff like survreg, censReg, and tobit but none of them were satisfactory. Thanks, *Felipe Nunes* CAPES/Fulbright Fellow PhD Student Political Science - UCLA Web: felipenunes.bol.ucla.edu [[alternative HTML version deleted]]

Appreciate any suggestions regarding how to fit an unbalanced panel data to a Tobit model using R functions. I am trying to analyze how real estate capital expenditures (CapEx) are affected by market conditions using a panel Tobit model. The CapEx is either positive or 0, so it is censored. The data are unbalanced panel, including the CapEx of about 5000 properties over about 40 quarters, with the

...En mi caso trabajo con dos diferentes: Zero inflated y Binomial Negativo y me gustaría comprobar que diferencia (distancia) existe entre cada uno de ellos y la realidad. Estoy trabajando con los siguientes paquetes: library(pscl) library(MASS) library(AER) library(VGAM) library(truncreg) library(censReg) library(sampleSelection) library(ggplot2) library(boot) library(aod) library(lmtest) library(zoo) library(nlme) library(lmtest) library(boot) library(spatcounts) Mi duda es: ¿Que comando podría utilizar para calcular por valores predichos por el Binomial negativo para los 14 primeros valores de...

...("empty model") however if I try to replicate this behaviour with the commands I am inputing into the original function, it gives ncol(X) is 17 or something like that. My code is (I am not sure about sharing permissions for dataset... ): library(sampleSelection) library(foreign) library(censReg) library(plm) library(micEcon) library(ggplot2) data <- read.dta('kpfull1.dta') summary(data) attach(data) # profit share ratio. as profit I take profit in 91 which is the closest year and as share I take number of shares offered for voucher scheme data$profit_share <- p91/tnsvp data...

Buenos días a todxs, Estoy comparando la predicción de los valores (0, 1, 2, 3,.....hasta 13) frente a los observados. Con la idea de comparar el modelo Zero inflated y el Binomial negativo y ver cual presenta mas distancia frente a las predicciones observadas. Para ello introduzco los códigos en la consola: #Modelo ZIM pred<-round(colSums(predict(zeroinfl, type="prob") [,1:14]))

...s empirically the statistical power of Genome Wide Association studies. Updated packages ---------------- adaptivetau (1.0), adehabitat (1.8.10), adehabitatLT (0.3.5), aod (1.3), asypow (2012.04-1), BayesDA (2012.04-1), bayesTFR (1.5-1), Bergm (2.3), BoolNet (1.50), bqtl (1.0-27), cccrm (1.1), censReg (0.5-10), cherry (0.2-6), coefplot (1.1.7), coloc (1.08), CompRandFld (1.0.2), ConjointChecks (0.0.7), copula (0.99-1), crawl (1.3-4), deseasonalize (1.03), digeR (1.3), DistributionUtils (0.5-1), effects (2.1-1), elec.strat (0.1.1), ElemStatLearn (2012.04-0), EVER (1.2), evtree (0.1-2), fanovaGrap...