On 24 September 2011 23:58, felipnunes 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
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 ini
On 14 September 2011 00:36, Arne Henningsen
wrote:
> Hi Igors
>
> On 13 September 2011 13:27, Igors wrote:
>> Any success in finding possible solutions for my problem?
>
> Somewhat. The calculation of the log-likelihood values is numerically
> much more robust/stable now. The log-likelihood contr
Hi Igors
On 13 September 2011 13:27, Igors wrote:
> Any success in finding possible solutions for my problem?
Somewhat. The calculation of the log-likelihood values is numerically
much more robust/stable now. The log-likelihood contributions of some
individuals became minus infinity in your mode
Hi Arne,
Any success in finding possible solutions for my problem?
I have tried to experiment with size of sample and I get really bad picture.
I can't get it work even if sample is ~ 1000 obs. And it is way less than I
would like to see working, taking into account my full sample size ~ 540 000
Dear Igors
On 9 September 2011 22:00, Igors wrote:
> Thank you for your answer. However it doesn't solve my problem fully.
>
> The problem is that I have much bigger data set than I sent to you (it was
> only a small part : 874 obs.). My full data set is 546718 obs.
>
> If I try to use censReg on
Dear Arne,
Thank you for your answer. However it doesn't solve my problem fully.
The problem is that I have much bigger data set than I sent to you (it was
only a small part : 874 obs.). My full data set is 546718 obs.
If I try to use censReg on full data set, then it still gives me the same
a
On 8 September 2011 09:56, Igors wrote:
> Does censReg expect from panel data to be balanced?
No. censReg() can estimate models with unbalanced panel data. The
estimation in the code that you sent me indeed does not work but if I
remove the user-specified starting values (argument "start"), it wo
Dear Arne,
Does censReg support unbalanced panel data?
/Igors
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Does censReg expect from panel data to be balanced? Because in my case it is
unbalanced. Could this be a reason for errors?
Best,
Igors
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Dear Arne,
I have sent you an e-mail to your e-mail at gmail.com. There I have attached
my data set and the code for this particular problem. I hope to hear from
you soon.
Many thanks in advance!
Igors
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Dear Igors
On 7 September 2011 10:39, Igors wrote:
> However I am still struggling to obtain model estmates.
>
> The same code:
>
>> UpC <- censReg(Power ~ Windspeed, left = -Inf, right =
>> 2000,data=PData_In,method="BHHH",nGHQ = 4,start=c(-691.18,186.79,3.9,3.9))
>
> Error in maxNRCompute(fn =
Dear Arne,
Thank you for fixing the package.
However I am still struggling to obtain model estmates.
The same code:
> UpC <- censReg(Power ~ Windspeed, left = -Inf, right =
> 2000,data=PData_In,method="BHHH",nGHQ = 4,start=c(-691.18,186.79,3.9,3.9))
Error in maxNRCompute(fn = logLikAttr, fnOr
On 6 September 2011 07:51, Igors wrote:
>>You chose a suitable solution for the first problem (NA in initial
>>gradient). Unfortunately, the documentation of "censReg" is not very
>>clear regarding starting values of panel tobit models. Please note
>>that you have to specify 4 starting values: int
>You chose a suitable solution for the first problem (NA in initial
>gradient). Unfortunately, the documentation of "censReg" is not very
>clear regarding starting values of panel tobit models. Please note
>that you have to specify 4 starting values: intercept, slope
>parameter, variance of the ind
Dear Igors
On 5 September 2011 23:58, Igors wrote:
> I have a problem estimating Random Effects model using censReg function.
>
> small part of code:
>
> UpC <- censReg(Power ~ Windspeed, left = -Inf, right =
> 2000,data=PData_In,method="BHHH",nGHQ = 4)
>
> Error in maxNRCompute(fn = logLikAttr,
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