On Fri, 6 May 2016, Philipp Schaper wrote:
Dear R userers,
I am running truncated regressions with the 'truncreg' package. My sample
is large (6,000 observations), the data is left-truncated at 1 and the
left tail of the data is heavily centered at 1. When I am running the
regression I receive the following error message:
Error in optim(par = start[!fixed], fn = logLikFunc, control = control,
:
initial value in 'vmmin' is not finite
From a previous discussion (
http://r.789695.n4.nabble.com/betareg-help-td3350129.html) on a similar
issue in the betareg function I assume that the error message stems from
that the estimate of the starting value of the precision parameter is
negative. However, I do not know how I can take care of this. Thus I would
be very thankful for any help.
As in the thread you quote above, it is hard to say what is going on
without a reproducible example. It is possible that the problem is caused
by some problem of (almost) degenerate data (as was the case with the
betareg example). With a reproducible example we might be able to say
more.
As an alternative to truncreg() you might try the function trch() from
package "crch": trch(y ~ x1 + x2 + ... | 1, data = mydata, left = 0). This
is a different implementation of the same model so possibly this avoids
the problem - but maybe not.
Best regards,
Philipp
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