Hi Arne, I did both ways (pooled and pdata.frame), but in none I got a result. The coefficients are estimated, but not the std. errors. I'm using BFGS method, but I didn't increase the number of iterations yet. Let me try!
Best, *Felipe Nunes* CAPES/Fulbright Fellow PhD Student Political Science - UCLA Web: felipenunes.bol.ucla.edu On Thu, Sep 15, 2011 at 3:33 AM, Arne Henningsen < arne.henning...@googlemail.com> wrote: > Dear Felipe > > On 15 September 2011 09:58, Felipe Nunes <felipnu...@gmail.com> wrote: > > My technical problems were: > > > > (1) tob3 <- censReg(transfers.cap ~ factor(mayor) + vot.weight + vot.per > + > > transfers.cap.lag + pib.cap + cluster(factor(year)), left=0, data = pool) > > > > Using 'censReg' my results never converge. Std. errors are not calculated > > and the coefficients are weird. > > Did you estimate the model for the pooled data set (i.e. not > considering the panel structure)? Or did you create a "panel data > frame" using pdata.frame(), which is available in package "plm", and > estimate a random-effects model? > > What do you exactly mean with "never converge"? Did you try to > increase the maximum number of iterations (argument "iterlim")? Did > you try to use other optimization methods, e.g. BHHH (argument > "method")? > > What is the effect of using "cluster()" in the model (formula) > specification? > > /Arne > > -- > Arne Henningsen > http://www.arne-henningsen.name > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
