search for: loglikattr

Displaying 2 results from an estimated 2 matches for "loglikattr".

2011 Sep 05
3
function censReg in panel data setting
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 values myself and here is the error what I got: UpC <- censReg(Power ~ Windspeed, left = -Inf, right = 2000,data=PData_In,method="BHHH",nGHQ = 4,start=c(-691,189,5)) Err...
2011 Sep 15
2
Tobit Fixed Effects
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