similar to: Prediction from 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 values myself and here is

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

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

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

I have a four-digit string I want to convert to five digits. Take the following frame: zip 2108 60321 60321 22030 91910 I need row 1 to read '02108'. This forum directed me to formatC previously (thanks!) That usually works but, for some reason, it's not in this instance. Neither of the syntaxes below change '2108' to '02108.' The values in cand_receipts[,1] are of

I'm sure this is smack-head moment, but I haven't been able to find an example of this on Nabble or SO, so thought I'd ask. This works: michigan <- map_data('county', 'michigan') mich_points <- data.frame(x = rnorm(n = 200, median(michigan[,1]), 0.75), y = rnorm(n = 200, median(michigan[,2]), 0.75)) ggplot() + geom_path(aes(long, lat, group = group), data =

I'm sure there's a better way to do this using plyr. I just can't nail the right series of commands. I've got a vector of strings. I want to remove all where the string's count within the vector is > 1. Right now I'm using: Where x2 is the original data.frame and my character strings live in x2[,3]. Based on my results, that looks like it works, though if someone

Working code that normalize each row's value against the subset's maximum. Does the invocation of max() somehow instruct R to 'step back' and evaluate the subset? Thanks, Zack -- View this message in context: http://r.789695.n4.nabble.com/Why-does-this-work-plyr-within-subset-normalization-tp4512989p4512989.html Sent from the R help mailing list archive at Nabble.com.

Oh Hi Arne, You may recall we visited with this before. I do not believe the problem is algorithm specific. The algorithms I use the most often are BFGS and BHHH (or maxBFGS and maxBHHH). For simple econometric models such as probit, Tobit, and evening sample selection models, old and new versions of R work equally well (I write my own programs and do not use ones from AER or sampleSekection).

>>>>> Steven Yen >>>>> on Fri, 9 Oct 2020 05:39:48 +0800 writes: > Oh Hi Arne, You may recall we visited with this before. I > do not believe the problem is algorithm specific. The > algorithms I use the most often are BFGS and BHHH (or > maxBFGS and maxBHHH). For simple econometric models such > as probit, Tobit, and evening

Hi Steven Which optimisation algorithms in maxLik work better under R-3.0.3 than under the current version of R? /Arne On Thu, 8 Oct 2020 at 21:05, Steven Yen <styen at ntu.edu.tw> wrote: > > Hmm. You raised an interesting point. Actually I am not having problems with aod per se?-it is just a supporting package I need while using old R. The essential package I need, maxLik, simply

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

Hello, I have interval censored data, censored between (0, 100). I used the tobit function in the AER package which in turn backs on survreg. Actually I'm struggling with the distribution. Data is asymmetrically distributed, so first choice would be a Weibull distribution. Unfortunately the Weibull doesn't allow for zero values in time data, as it requires x > 0. So I tried the

On Mon, Apr 02, 2018 at 02:34:34PM +0200, Gedalya wrote: > On 04/02/2018 02:25 PM, Jeff Abrahamson wrote: > > I see that the file > > > > .well-known/acme-challenge/IT7-YURAep4bniD9zYpKpdRUBQcgCRJ6FflmZzWQGNg > > > > is being created (and one other file, too) but that nginx reports that > > the _directory_ > > > >

Hello, I am working on reproducing someone's analysis which was done in Stata. The analysis is estimation of a standard Heckman sample selection model (Tobit-2), for which I am using the sampleSelection package and the selection() function. I have a few problems with the estimation: 1) The reported standard error for all estimates is Inf ... vcov(selectionObject) yields Inf in every

Hola Javier, Si, cuando hablo de valor observado me refiero al valor real en campo y el predicho al que estiman los modelos. Disculpa, que no lo detallase así desde el principio. 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:

Question: I'm trying to use paste() with rep() to reformat a series of values as zip codes. e.g., if column 1 looks like: 52775 83111 99240 4289 112 57701 20001 I want rows 4 and 5 to read, "04289" "00112" My thought was this: > perry_frame$zip <- ifelse(nchar(as.character(perry_frame$zip))<5,

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 __________________________________________________ [[alternative HTML version deleted]]

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 =

On 03/11/17 17:43, Mark Moseley wrote: > > > On Fri, Nov 3, 2017 at 9:35 AM, Jeff Abrahamson <jeff at p27.eu > <mailto:jeff at p27.eu>> wrote: > > Sorry, Aki, I don't follow you.? Did I do it wrong in the file > 91-stats > that I shared in my original mail (attached here)? > > Jeff > > > On 03/11/17 16:50, Aki Tuomi wrote: