Hi, I'm trying to fit a tobit regression model to some data. When fitting the exact same data in Stata, I have no problems at all, however R won't converge. Its not a maxiters thing, since I've tried increasing this already. I need to be able to fit the model in R since there are users of the code that don't have a Stata license.
The code is: require(AER) left = 3.218476 x = c(0,6,12,18) y = c(10.065819,7.803843,5.164786,3.218476) mod<-tobit(y~x, left = left, right = Inf) This gives back the following warning: Warning in survreg.fit(X, Y, weights, offset, init = init, controlvals = control, : Ran out of iterations and did not converge Has anyone come across this problem before or know a way to fix the problem? Thanks in advance, Jennifer -- View this message in context: http://r.789695.n4.nabble.com/tobit-regression-model-tp3345789p3345789.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
