Dear Igors On 5 September 2011 23:58, Igors <igors.lahanc...@gmail.com> 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, fnOrig = fn, gradOrig = grad, > hessOrig = hess, : > NA in the initial gradient > > > ...then I tried to set starting values myself and here is the error what I > got: > > UpC <- censReg(Power ~ Windspeed, left = -Inf, right = > 2000,data=PData_In,method="BHHH",nGHQ = 4,start=c(-691,189,5)) > > Error in names(start) <- c(colnames(xMat), "logSigmaMu", "logSigmaNu") : > 'names' attribute [4] must be the same length as the vector [3] > > > How can I solve any of these errors?
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 individual effects ("mu"), and variance of the general error term ("nu"). http://cran.r-project.org/web/packages/censReg/vignettes/censReg.pdf Best wishes from Copenhagen, 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.