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yearsmarried
2012 Apr 02
1
Bootstrapped Tobit regression - get standard error 0...
...Affairs)
# function to obtain regression weights
bs <- function(formula, data, indices) {
d <- data[indices,]
fit <- tobit(formula, data=Affairs)
return(coef(fit))
}
# bootstrapping with 1000 replications
results <- boot(data=Affairs, statistic=bs,
R=1000, formula=affairs~age+yearsmarried+religiousness+occupation+rating)
# view results
results
That gives me the right coefficients, but the SEs are all zero, so I cannot
get 95% confidence intervals...
Any help is welcome...
Ravi
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