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.