Hi guys, did you figure out a way to solve your problem, Igor?
I'm still trying to understand what's happening to my estimations. My data set is also big (>50,000) and I get the same error: Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad, hessOrig = hess, : NA in the initial gradient I already tried many different specifications and the error is always the same. I'm fitting the following model: tob7 <- censReg(transfers.cap ~ pt.pt + psdb.pt + pt.opp + pt.coa + psdb.coa + pib.cap + transfers.cap.lag + pib.cap + ifdm + log(populat) + mayor.vot.per + log(bol.fam.per+0.01) + factor(uf.name) + factor(year) - 1, left=0, right=Inf, method="BHHH", nGHQ=8, iterlim=10000, data = pdata2) Thanks -- View this message in context: http://r.789695.n4.nabble.com/function-censReg-in-panel-data-setting-tp3792227p3840372.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.