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 converge. Std. errors are not calculated > and the coefficients are weird.
Did you estimate the model for the pooled data set (i.e. not considering the panel structure)? Or did you create a "panel data frame" using pdata.frame(), which is available in package "plm", and estimate a random-effects model? What do you exactly mean with "never converge"? Did you try to increase the maximum number of iterations (argument "iterlim")? Did you try to use other optimization methods, e.g. BHHH (argument "method")? What is the effect of using "cluster()" in the model (formula) specification? /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.
