I have an unbalanced panel of daily, county data that is naturally bounded at zero so my intention is to use a tobit. I'm using tobit from the AER package. There is cyclicality in the data for each pattern that I would like to control for before I add my variables of interest.
I run the regression: derp <- tobit(x ~ factor(Month)*factor(County), data = data0, left = 0, right = Inf) If I try to summarize the tobit object I receive the following error: Error in solve.default(L %*% V %*% t(L)) : Lapack routine dgesv: system is exactly singular: U[1,1] = 0 derp, the tobit object, still has estimated coefficients. The variance-covariance matrix of derp has some rows and columns that are completely zero. I think that this may be driving the problem. I have tried aggregating the data over days in each month and have the same issue. Similarly, I've aggregated the data over days in each month and counties in each state and I have the same problem. I can run the regression without any problem if I use factor(Month) + factor(County) instead of the interaction of the effects. Any thoughts? -- View this message in context: http://r.789695.n4.nabble.com/Fixed-Effects-using-AER-s-Tobit-function-system-is-singular-tp4651061.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.
