Dear Arne,
Thank you for your answer. However it doesn't solve my problem fully. The problem is that I have much bigger data set than I sent to you (it was only a small part : 874 obs.). My full data set is 546718 obs. If I try to use censReg on full data set, then it still gives me the same already mentioned error about Na's in the initial gradient. I have sent you an e-mail with full dataset and the code. I would really appreciate if you could check how it works and suggest me how to solve this problem. I have noticed that you use "iterlim" argumet to specify maximum number of iterations. How this argument could affect possibility of obtaining estimates? /Igors -- View this message in context: http://r.789695.n4.nabble.com/function-censReg-in-panel-data-setting-tp3792227p3802648.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.
