Displaying 20 results from an estimated 700 matches similar to: "Tobit model on unbalanced panel"
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
2011 Feb 11
1
censReg or tobit: testing for assumptions in R?
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
2011 Dec 04
3
Prediction from censReg?
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
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
2007 May 04
2
Library & Package for Tobit regression
Hello R-Users:
I am want to use tobit regression for left censored panel/longitudinal data. Could you please provide me the name of "library" and/or "package" that will give me option of fitting tobit regression model for longitudinal data?
Thank you.
Sattar
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2012 Apr 02
1
Bootstrapped Tobit regression - get standard error 0...
I am trying to work out a bootstrapped Tobit regression model. I get the
coefficients all right, but they all have standard error zero. And I am
unable to figure out why. I know the coefficients are correct because that's
what I get when do a Tobit (without bootstrapping). Here's my code:
# Bootstrap 95% CI for Tobit regression coefficients?
library(boot)
library(AER) # for the Affairs
2011 Mar 10
2
tobit regression model
Hi,
I'm trying to fit a tobit regression model to some data. When fitting the
exact same data in Stata, I have no problems at all, however R won't
converge. Its not a maxiters thing, since I've tried increasing this
already. I need to be able to fit the model in R since there are users of
the code that don't have a Stata license.
The code is:
require(AER)
left = 3.218476
x =
2006 Feb 12
3
Tobit Regression (residual Assumption)
I'm statistician
I need help with tobit regression
Is there assumption in tobit regression ?
if any, what kind of that ?
please help me !!
2008 Feb 07
2
Tobit model
Hi all,
Quick question - Which, if any, of the R packages contains procedures for running Tobit analysis?
Regards,
Matt
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2008 Aug 16
1
Pseudo R2 for Tobit Regression
Dear All:
I need some guidance in calculating a goodness-of-fit statistic for a Tobit
Regression model.
To develop the Tobit regression, I used the tobit() method from the AER
package, which is basically a simpler interface to the survreg() method.
I've read about pseudo R2 and C-index and was wondering if there is a
package that calculates this for me. Also, is there a reason to select
2005 Apr 20
2
heckit / tobit estimation
Dear All,
we (Ott Toomet and I) would like to add functions for maximum likelihood (ML)
estimations of generalized tobit models of type 2 and type 5 (*see below) in
my R package for microeconomic analysis "micEcon". So far we have called
these functions "tobit2( )" and "tobit5( )".
Are these classifications well known? How are these functions called in other
2010 Aug 06
2
Tobit Modelling
Dear R-users,
I would like to model data where the response variable consists of many minus ones and many different positive values that seem to follow an apparently separate distribution (ie. -1, -1, 0.5, -1, 3, 3.5, 1.2, -1, -1, 0.4, etc); no values of the response can be less than minus one or between minus and zero (exclusive).
I am aware of tobit regression but unaware of exactly how to
2006 Jan 19
2
Tobit estimation?
Folks,
Based on
http://www.biostat.wustl.edu/archives/html/s-news/1999-06/msg00125.html
I thought I should experiment with using survreg() to estimate tobit
models.
I start by simulating a data frame with 100 observations from a tobit model
> x1 <- runif(100)
> x2 <- runif(100)*3
> ystar <- 2 + 3*x1 - 4*x2 + rnorm(100)*2
> y <- ystar
> censored <- ystar <= 0
2001 Apr 02
2
Censored or truncated Regression Models/Tobit
Hi,
what is the best way to estimate a tobit(truncated) regression model in
R ?
Is there already a packet available ?
Gruss
Ralph Leonhardt
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2009 Dec 03
3
Tobit model fluid milk consumption
Hi all,
I'm from Brazil.
I fit a Tobit model to FLUID MILK CONSUMPTION (DEPENDENT VARIABLE) data
using survreg (attached).
I am confused about the output interpretation and I would like yours
explanations.
Thanks, Marcio Roberto Silva
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2011 Jul 12
1
fixed effects Tobit, Honore style?
Hi all,
Is there any code to run fixed effects Tobit models in the style of Honore
(1992) in R?
(The original Honore article is here:
http://www.jstor.org/sici?sici=0012-9682%28199205%2960%3A3%3C533%3ATLALSE%3E2.0.CO%3B2-2)
Cheers
David
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2003 Jan 15
1
Tobit regression
Does anyone have an R function for the estimation of Tobit regression
models (for censored responses), as described, e.g., in Davidson, R.
and MacKinnon, J.G., 1993, Section 15.7, Estimation and Inference in
Econometrics, Oxford University Press?
Thanks. FC.
--
Francisco Cribari-Neto voice: +55-81-32718420
Departamento de Estatistica fax: +55-81-32747425
Universidade
2011 Jan 20
1
number of iterations in a Tobit model
Hi, R users,
I'm running a Tobit model but convergence can not be reached within 30
iterations. Is there anyway I can change the max number of iterations?
Thanks.
Gary
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2008 Jan 13
1
How to fit a Tobit model with observations censored at different values
Dear everyone:
I am a new user of R. I have a dataset with a dependent variable (DV) censored at different values. The dataset looks like,
conditions .....IDV1 IDV2 DV
1 2 4 89
1 6 6 75
1 4 5 0 ( DV<=70)
......
2 3 5 15
2 5 5 0
2003 Jul 16
1
Tobit analysis
Having read previous correspondance on this topic, am I right in using a
gaussian distribution for a tobit model, one article suggests a normal distribution?
Also, I want to censure at the upper bound, so, using the survival5 package I use:
survreg(Surv(y,y<c,type="right")~x) for a censored regression.
Could anybody who's had experience of this, confirm whether I'm in the