[R] function censReg in panel data setting

[Arne Henningsen]

On 24 September 2011 23:58, felipnunes <felipnunes at gmail.com> wrote:
> Hi guys,
>
> did you figure out a way to solve your problem, Igor?
>
> I'm still trying to understand what's happening to my estimations. My data
> set is also big (>50,000) and I get the same error:
>
> Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad,
> hessOrig = hess,  :
>  NA in the initial gradient
>
> I already tried many different specifications and the error is always the
> same. I'm fitting the following model:
>
> tob7 <- censReg(transfers.cap ~ pt.pt + psdb.pt + pt.opp + pt.coa + psdb.coa
> + pib.cap + transfers.cap.lag + pib.cap + ifdm + log(populat) +
> mayor.vot.per + log(bol.fam.per+0.01) + factor(uf.name) + factor(year) - 1,
> left=0, right=Inf, method="BHHH", nGHQ=8, iterlim=10000, data = pdata2)

Did you upgrade to version 0.5-7 (revision >= 1207) from R-Forge?

/Arne

-- 
Arne Henningsen
http://www.arne-henningsen.name