[R] function censReg in panel data setting

Igors igors.lahanciks at gmail.com
Wed Sep 7 10:39:00 CEST 2011


Dear Arne,

Thank you for fixing the package.

However I am still struggling to obtain model estmates. 

The same code:

> UpC <- censReg(Power ~ Windspeed, left = -Inf, right =
> 2000,data=PData_In,method="BHHH",nGHQ = 4,start=c(-691.18,186.79,3.9,3.9))

Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad,
hessOrig = hess,  : 
  NA in the initial gradient


I have tried to change starting values and regressors in the model several
times, but I always get the same mentioned error message. How can I make it
work?  Is this function maxNRCompute() on the last step of calculation
(maximization of the ML)? 

I had an idea that the error could appear since I have huge sample, but I
tried to cut it and it still doesn't work.


Best wishes,
Igors



 

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