Dear Igors On 7 September 2011 10:39, Igors <igors.lahanc...@gmail.com> 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 = logLikAttr, fnOrig = fn, gradOrig = grad, > hessOrig = hess, : > NA in the initial gradient > > > I have tried to change starting values and regressors in the model several > times, but I always get the same mentioned error message. How can I make it > work? Is this function maxNRCompute() on the last step of calculation > (maximization of the ML)? > > I had an idea that the error could appear since I have huge sample, but I > tried to cut it and it still doesn't work.
It is hard to figure out the cause of this error without a reproducible example. Is is possible that you send a reproducible example to me? Could it be that there are NAs in the data or something in the panel data specification is not as censReg() expects it? /Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ 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.