Hi Although I cannot help you with your actual problem, you shall start with checking your data before doing any analysis. We do not have your data so it is hard to say what can be wrong. At least you shall provide result of
str(T1) and/or str(mydata) The first message is not an error but a warning that tells you about coercing some log values to NaN which can result e.g. from negative values. log(-1) [1] NaN Warning message: In log(-1) : NaNs produced and probably some further calculation in summary function does not like it and throws error. But without data it is only a guess. And BTW, you shall post plain text not HTML. Cheers Petr > -----Original Message----- > From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Vanessa > Romero > Sent: Wednesday, January 4, 2017 10:28 AM > To: r-help@r-project.org > Subject: [R] Tobit Regression with unbalanced Panel Data > > Hello, > > I am doing Tobit Regression in R, because my dependent variable is censored > at 0. I have unbalanced panel data, for 6 years, 107 companies. I use package > CensReg. > > I have imported my database(T1). > > I use pdata.frame to specify the structure of my panel data. Like: > > > *mydata<- pdata.frame (T1, index = c("firm", "year")) * > Afterwards: > > *Tob <- censReg(formula=Imp ~ Bath + CEOTurnover + ChangeOCF + E + > Sales + ROE + GTA + Size , data = mydata, method="BHHH") * (as explained > here: > https://cran.r-project.org/web/packages/censReg/vignettes/censReg.pdf) > > I got here error message: > > > *Warnmeldung: In log(rEff$ercomp$sigma$id) : NaNs wurden erzeugt* > > Another error message when *summary(Tob)* > > > > > > *Call: censReg(formula = Imp ~ Bath + CEOTurnover + ChangeOCF + E + Sales > + ROE + GTA + Size, data = mydata, method = "BHHH") Observations: Total > Left-censored Uncensored Right-censored 606 469 137 0 Coefficients: Fehler > in printCoefmat(coef(x, logSigma = logSigma), digits = digits) : 'x' must be > coefficient matrix/data frame* > > I am new to statistics and to R, what could be the problem or would you > suggest using other package. > > Thank you, > Vanessa > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ________________________________ Tento e-mail a jakékoliv k němu připojené dokumenty jsou důvěrné a jsou určeny pouze jeho adresátům. 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