Dear all,
I'm using censReg 0.5-16 to run a random effects model in a panel data, but
R is having an error. I have already transformed my data using 'plm'. Can
someone help me understanding why?
This is the model and the error:
R tob1 - censReg(transfers.cap ~ ifdm + gdp.cap + coa.power +
Hi Felipe
On 22 March 2012 10:13, Felipe Nunes felipnu...@gmail.com wrote:
I'm using censReg() to run a random effects model, but R is having an error.
Can you help me understanding why?
When I run this model, everything works fine:
tob1 - censReg(transfers.cap ~ factor(year) + district2 +
Hi all,
I'm using censReg() to run a random effects model, but R is having an
error. Can you help me understanding why?
When I run this model, everything works fine:
tob1 - censReg(transfers.cap ~ factor(year) + district2 + gdp.cap - 1,
left=0, right=Inf, method=BFGS, nGHQ=15, iterlim=1,
Dear Felipe
On 29 September 2011 14:10, Arne Henningsen
arne.henning...@googlemail.com wrote:
Hi Felipe
On 25 September 2011 00:16, Felipe Nunes felipnu...@gmail.com wrote:
Hi Arne,
my problem persists. I am still using censReg [version - 0.5-7] to run a
random effects model in my data
Hi Arne,
thanks for the improvements in the package. I'm using it right now and it's
working very well.
Best,
*Felipe Nunes*
CAPES/Fulbright Fellow
PhD Student Political Science - UCLA
Web: felipenunes.bol.ucla.edu
On Fri, Mar 2, 2012 at 2:13 AM, Arne Henningsen
Any good news Arne?
*Felipe Nunes*
CAPES/Fulbright Fellow
PhD Student Political Science - UCLA
Web: felipenunes.bol.ucla.edu
On Thu, Sep 29, 2011 at 5:10 AM, Arne Henningsen
arne.henning...@googlemail.com wrote:
Hi Felipe
On 25 September 2011 00:16, Felipe Nunes felipnu...@gmail.com
Hi Felipe
On 25 September 2011 00:16, Felipe Nunes felipnu...@gmail.com wrote:
Hi Arne,
my problem persists. I am still using censReg [version - 0.5-7] to run a
random effects model in my data (50,000 cases), but I always get the
message.
tob7 - censReg(transfers.cap ~ pt.pt + psdb.pt +
Hi Arne,
my problem persists. I am still using censReg [version - 0.5-7] to run a
random effects model in my data (50,000 cases), but I always get the
message.
tob7 - censReg(transfers.cap ~ pt.pt + psdb.pt + pt.opp + pt.coa + psdb.coa
+ pib.cap + transfers.cap.lag + pib.cap + ifdm +
Can you fit a simpler model successfully? I would play around with
all your RHS variables to try to see if there is any particular one
that causes the estimation problems. Two ways I would do this would
be to drop them one at a time, or to start from an intercept only
model (i.e., transfers.cap
That was a great idea, Josh!
I found a problem even when I tried a simple model. Do you have any idea
why?
tob6 - censReg(transfers.cap ~ 1, left=0, right=Inf, method=BHHH,
nGHQ=20, iterlim=1, data = pdata2)
Error in uniqval[as.character(effect), , drop = F] :
incorrect number of
On Sat, Sep 24, 2011 at 4:55 PM, Felipe Nunes felipnu...@gmail.com wrote:
That was a great idea, Josh!
I found a problem even when I tried a simple model. Do you have any idea
why?
I forgot you were using a pdata.framecensReg hands off estimation
in part to plm, which wants between and
On 25 September 2011 00:16, Felipe Nunes felipnu...@gmail.com wrote:
Hi Arne,
my problem persists. I am still using censReg [version - 0.5-7] to run a
random effects model in my data (50,000 cases), but I always get the
message.
tob7 - censReg(transfers.cap ~ pt.pt + psdb.pt + pt.opp + pt.coa
Thanks, Arne!
But I'm having another problem now. When I transform my data into a
pdata.frame form and try to run a tobit model with random effects I get an
error. Below I provide the head of my data, the code I used and the error
message. Any help?
head(pdata)
Hi Felipe
On 18 September 2011 09:09, Felipe Nunes felipnu...@gmail.com wrote:
Thanks, Arne!
But I'm having another problem now. When I transform my data into a
pdata.frame form and try to run a tobit model with random effects I get an
error. Below I provide the head of my data, the code I
Thanks!
*Felipe Nunes*
CAPES/Fulbright Fellow
PhD Student Political Science - UCLA
Web: felipenunes.bol.ucla.edu
On Sun, Sep 18, 2011 at 2:19 AM, Arne Henningsen
arne.henning...@googlemail.com wrote:
Hi Felipe
On 18 September 2011 09:09, Felipe Nunes felipnu...@gmail.com wrote:
Thanks,
Do you guys know how could I increase the time limit for the iterations in
censReg? I'm receiving the following message whatever method I use:
Newton-Raphson maximisation, 150 iterations
Return code 4: Iteration limit exceeded.
Log-likelihood: -67680.41 on 42 Df
thanks,
*Felipe Nunes*
On 18 September 2011 04:58, Felipe Nunes felipnu...@gmail.com wrote:
Do you guys know how could I increase the time limit for the iterations in
censReg? I'm receiving the following message whatever method I use:
Newton-Raphson maximisation, 150 iterations
Return code 4: Iteration limit
Hi there,
I need to run a Tobit Fixed Effects in a panel data with 4500 units for 8
years. It is a huge data set, my dependent variable is left truncated at
zero, the distribution is skewed and my panel is balanced.
Any suggestions on how to do that in R?
I tried stuff like survreg, censReg,
Not satisfactory in which sense?
The survreg(Surv(Value,Censoring)~indvars+strata(id)) should/may work. For a
discussion of Tobit fixed effects, see also Greene's website:
http://pages.stern.nyu.edu/~wgreene/publications.htm under Fixed Efects and
Bias Due to the Incidental Parameters Problem in
On Wed, Sep 14, 2011 at 11:56 PM, Daniel Malter dan...@umd.edu wrote:
Not satisfactory in which sense?
The survreg(Surv(Value,Censoring)~indvars+strata(id)) should/may work. For a
or cluster(year) if you have a new sample of people in each year
discussion of Tobit fixed effects, see also
Let me explain my problem: I have a data set of municipalities from 2002 to
2010. For each municipality I have the amount of money per capita invested
in infra-structure for each year. This variable is truncated at zero, as
there is no negative values for investment and there are many cases in
Dear Felipe
On 15 September 2011 09:58, Felipe Nunes felipnu...@gmail.com wrote:
My technical problems were:
(1) tob3 - censReg(transfers.cap ~ factor(mayor) + vot.weight + vot.per +
transfers.cap.lag + pib.cap + cluster(factor(year)), left=0, data = pool)
Using 'censReg' my results never
On 15 September 2011 20:09, Felipe Nunes felipnu...@gmail.com wrote:
I did both ways (pooled and pdata.frame), but in none I got a result. The
coefficients are estimated, but not the std. errors. I'm using BFGS method,
but I didn't increase the number of iterations yet. Let me try!
... and I
Hi Arne,
I did both ways (pooled and pdata.frame), but in none I got a result. The
coefficients are estimated, but not the std. errors. I'm using BFGS method,
but I didn't increase the number of iterations yet. Let me try!
Best,
*Felipe Nunes*
CAPES/Fulbright Fellow
PhD Student Political
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