Displaying 3 results from an estimated 3 matches for "maxnrcompute".
2010 Mar 12
2
Question regarding to maxNR
Hi R-users,
Recently, I use maxNR function to find maximizer. I have error appears as follows
Error in maxNRCompute(fn = fn, grad = grad, hess = hess, start = start, :
NA in the initial gradient
My code is
mu=2
s=1
n=300
library(maxLik)
set.seed(1004)
x<-rcauchy(n,mu,s)
loglik<-function(mu)
{
log(prod(dcauchy(x,mu,s)))
}
maxNR(loglik,start=median(x))$estimate
Does anyone know how to solve this pr...
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(-...
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