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 dataset
data(Affairs)
# function to obtain regression weights
bs <- function(formula, data, indices) {
d <- data[indices,]
fit <- tobit(formula, data=Affairs)
return(coef(fit))
}
# bootstrapping with 1000 replications
results <- boot(data=Affairs, statistic=bs,
R=1000, formula=affairs~age+yearsmarried+religiousness+occupation+rating)
# view results
results
That gives me the right coefficients, but the SEs are all zero, so I cannot
get 95% confidence intervals...
Any help is welcome...
Ravi
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