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.frame----censReg hands off estimation in part to plm, which wants between and within effects. Eventually it uses the model matrix (which in this example is just a column of 1s), and tries to drop the intercept to fit the within effects. Essentially along the lines of: X <- matrix(1, nrow = 10) # nrow would really be nrow(pdata2) X <- X[, -1, drop = FALSE] ## now look at X X dim(X) hence the error. Looks like you will need at least one variable to circumvent this. > tob6 <- censReg(transfers.cap ~ 1, left=0, right=Inf, method="BHHH", > nGHQ=20, iterlim=10000, data = pdata2) > Error in uniqval[as.character(effect), , drop = F] : > incorrect number of dimensions > thanks! > Felipe Nunes > CAPES/Fulbright Fellow > PhD Student Political Science - UCLA > Web: felipenunes.bol.ucla.edu > > > On Sat, Sep 24, 2011 at 3:38 PM, Joshua Wiley <jwiley.ps...@gmail.com> > wrote: >> >> 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 ~ 1) and if that runs successfully, build >> up one at a time until I started to get errors. I would also, to the >> extent possible, look at the individual and joint distributions of the >> variables. Missing cases are probably dropped before starting the >> estimation, so looking at the joint distributions on na.omit(pdata2) >> may be more fruitful than on pdata2 itself. >> >> Cheers, >> >> Josh >> >> On Sat, Sep 24, 2011 at 3:16 PM, 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 + >> > 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) >> > >> > Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad, >> > hessOrig = hess, : >> > NA in the initial gradient >> > >> > If I sent you my data set, could you try to help me? I have been >> > struggling >> > with that for two months now. >> > >> > I hope you can help! >> > >> > Thanks, >> > >> > *Felipe Nunes* >> > CAPES/Fulbright Fellow >> > PhD Student Political Science - UCLA >> > Web: felipenunes.bol.ucla.edu >> > >> > >> > >> > On Sun, Sep 18, 2011 at 9:42 AM, Felipe Nunes <felipnu...@gmail.com> >> > wrote: >> > >> >> 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, 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) >> >>> > X X.1 year mun.cod uf.cod >> >>> > uf.name >> >>> > mun.name uf.mun >> >>> > ACACRELANDIA-2003 ACACRELANDIA-2003 1 2003 1200013 12 >> >>> > AC >> >>> > ACRELANDIA ACACRELANDIA >> >>> > ACACRELANDIA-2004 CEIBIAPINA-2003 5561 2004 1200013 12 >> >>> > AC >> >>> > ACRELANDIA ACACRELANDIA >> >>> > ACACRELANDIA-2005 MGARACUAI-2007 11121 2005 1200013 12 >> >>> > AC >> >>> > ACRELANDIA ACACRELANDIA >> >>> > ACACRELANDIA-2006 MGSAO GERALDO-2006 16681 2006 1200013 12 >> >>> > AC >> >>> > ACRELANDIA ACACRELANDIA >> >>> > ACACRELANDIA-2007 PBSERTAOZINHO-2005 22241 2007 1200013 12 >> >>> > AC >> >>> > ACRELANDIA ACACRELANDIA >> >>> > ACACRELANDIA-2008 PRPIEN-2008 27801 2008 1200013 12 >> >>> > AC >> >>> > ACRELANDIA ACACRELANDIA >> >>> > transfers populat agric.pib indust.pib servic.pib >> >>> apu.pib >> >>> > tax.pib pib >> >>> > ACACRELANDIA-2003 920 8695 31744.92 5292.439 26942.19 >> >>> 15955.14 >> >>> > 4527.178 68506.73 >> >>> > ACACRELANDIA-2004 0 10668 48947.97 9353.529 33134.56 >> >>> 19922.54 >> >>> > 5825.801 97261.86 >> >>> > ACACRELANDIA-2005 49287 11451 56291.90 11214.051 39326.32 >> >>> 23340.46 >> >>> > 7661.003 114493.30 >> >>> > ACACRELANDIA-2006 385000 11786 55290.26 11976.119 46405.99 >> >>> 27401.64 >> >>> > 7730.059 121402.40 >> >>> > ACACRELANDIA-2007 1599730 11520 68478.03 15526.679 54555.67 >> >>> 31382.93 >> >>> > 7550.055 146110.40 >> >>> > ACACRELANDIA-2008 1295000 11987 61736.50 12812.245 63688.96 >> >>> 37518.87 >> >>> > 7824.615 146062.30 >> >>> > bol.fam ifdm mayor.party mayor.num >> >>> > mayor.name mayor.vot >> >>> > ACACRELANDIA-2003 0 0.4225000 PSDB 45 >> >>> > SEBASTI\xeaO >> >>> > BOCALOM RODRIGUES 2394 >> >>> > ACACRELANDIA-2004 402 0.3943083 PSDB 45 >> >>> > SEBASTI\xeaO >> >>> > BOCALOM RODRIGUES 2394 >> >>> > ACACRELANDIA-2005 742 0.5401000 PSDB 45 >> >>> > SEBASTI\xcdO >> >>> > BOCALOM RODRIGUES 2173 >> >>> > ACACRELANDIA-2006 779 0.5138000 PSDB 45 >> >>> > SEBASTI\xcdO >> >>> > BOCALOM RODRIGUES 2173 >> >>> > ACACRELANDIA-2007 932 0.5109000 PSDB 45 >> >>> > SEBASTI\xcdO >> >>> > BOCALOM RODRIGUES 2173 >> >>> > ACACRELANDIA-2008 968 0.5593250 PSDB 45 >> >>> > SEBASTI\xcdO >> >>> > BOCALOM RODRIGUES 2173 >> >>> > mayor.vot.per >> >>> > mayor.coalt voters.able >> >>> > ACACRELANDIA-2003 0.5901 PSDB / PT / PC do B / PV / PMN / PSB >> >>> > / >> >>> PPS / >> >>> > PDT 6422 >> >>> > ACACRELANDIA-2004 0.5901 PSDB / PT / PC do B / PV / PMN / PSB >> >>> > / >> >>> PPS / >> >>> > PDT 6422 >> >>> > ACACRELANDIA-2005 0.4082 PP / PDT / PMDB / PPS >> >>> > / >> >>> PFL / >> >>> > PSDB 6422 >> >>> > ACACRELANDIA-2006 0.4082 PP / PDT / PMDB / PPS >> >>> > / >> >>> PFL / >> >>> > PSDB 6422 >> >>> > ACACRELANDIA-2007 0.4082 PP / PDT / PMDB / PPS >> >>> > / >> >>> PFL / >> >>> > PSDB 7548 >> >>> > ACACRELANDIA-2008 0.4082 PP / PDT / PMDB / PPS >> >>> > / >> >>> PFL / >> >>> > PSDB 7548 >> >>> > presd.turnout lula.vot lula.vot.per transfers.cap >> >>> pt.dummy >> >>> > pres.turnout.cap >> >>> > ACACRELANDIA-2003 4282 2202 0.51425 0.1058079 >> >>> 0 >> >>> > 0.4924669 >> >>> > ACACRELANDIA-2004 4282 2202 0.51425 0.0000000 >> >>> 0 >> >>> > 0.4013873 >> >>> > ACACRELANDIA-2005 4282 2202 0.51425 4.3041656 >> >>> 0 >> >>> > 0.3739411 >> >>> > ACACRELANDIA-2006 4282 2202 0.51425 32.6658748 >> >>> 0 >> >>> > 0.3633124 >> >>> > ACACRELANDIA-2007 5461 2422 0.44400 138.8654514 >> >>> 0 >> >>> > 0.4740451 >> >>> > ACACRELANDIA-2008 5461 2422 0.44400 108.0337032 >> >>> 0 >> >>> > 0.4555769 >> >>> > pib.cap mun.vote mun.vote2 mun.vote3 >> >>> > mayor.party.r >> >>> > mayor.party.r2 lula.vot.weight >> >>> > ACACRELANDIA-2003 7.878865 1 PT 0.PT >> >>> > 0 >> >>> > 2.Opposition 5.084315e-06 >> >>> > ACACRELANDIA-2004 9.117160 1 PT 0.PT >> >>> > 0 >> >>> > 2.Opposition 5.084315e-06 >> >>> > ACACRELANDIA-2005 9.998542 1 PT 0.PT >> >>> > 0 >> >>> > 2.Opposition 5.084315e-06 >> >>> > ACACRELANDIA-2006 10.300560 1 PT 0.PT >> >>> > 0 >> >>> > 2.Opposition 5.084315e-06 >> >>> > ACACRELANDIA-2007 12.683194 0 PSDB 1.PSDB >> >>> > 0 >> >>> > 2.Opposition 5.592285e-06 >> >>> > ACACRELANDIA-2008 12.185059 0 PSDB 1.PSDB >> >>> > 0 >> >>> > 2.Opposition 5.592285e-06 >> >>> > trans.dummy transfers.cap.lag year2 district >> >>> > term >> >>> > pt.pt pt.coa pt.opp psdb.pt >> >>> > ACACRELANDIA-2003 1 NA 2003-2004 PT/Opo >> >>> > 0 >> >>> > 0 0 1 0 >> >>> > ACACRELANDIA-2004 0 NA 2003-2004 PT/Opo >> >>> > 0 >> >>> > 0 0 1 0 >> >>> > ACACRELANDIA-2005 1 474.56074 2005-2006 PT/Opo >> >>> > 0 >> >>> > 0 0 1 0 >> >>> > ACACRELANDIA-2006 1 22.94781 2005-2006 PT/Opo >> >>> > 0 >> >>> > 0 0 1 0 >> >>> > ACACRELANDIA-2007 1 0.00000 2007-2008 PSDB/Opo >> >>> > 1 >> >>> > 0 0 0 0 >> >>> > ACACRELANDIA-2008 1 0.00000 2007-2008 PSDB/Opo >> >>> > 1 >> >>> > 0 0 0 0 >> >>> > psdb.coa psdb.opp time transf.log >> >>> > ACACRELANDIA-2003 0 0 1 -2.236723 >> >>> > ACACRELANDIA-2004 0 0 2 -6.907755 >> >>> > ACACRELANDIA-2005 0 0 3 1.459816 >> >>> > ACACRELANDIA-2006 0 0 4 3.486362 >> >>> > ACACRELANDIA-2007 0 1 1 4.933513 >> >>> > ACACRELANDIA-2008 0 1 2 4.682453 >> >>> > tob6 <- censReg(transfers.cap ~ pt.pt + psdb.pt + pt.opp + pt.coa + >> >>> psdb.coa >> >>> > + transfers.cap.lag + pib.cap + ifdm + log(populat) + mayor.vot.per >> >>> > + >> >>> > bol.fam + factor(uf.name) + factor(year), left=0, right=Inf, >> >>> method="BHHH", >> >>> > nGHQ=15, data = pdata) >> >>> > Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad, >> >>> > hessOrig = hess, : >> >>> > NA in the initial gradient >> >>> >> >>> Please try to use the latest development version of the censReg >> >>> package, i.e. version 0.5-7 which is available at R-Forge [1] (see >> >>> [2], [3], and [4]). >> >>> >> >>> [1] https://r-forge.r-project.org/R/?group_id=256 >> >>> [2] http://tolstoy.newcastle.edu.au/R/e15/help/11/09/7037.html >> >>> [3] http://tolstoy.newcastle.edu.au/R/e15/help/11/09/7288.html >> >>> [4] http://tolstoy.newcastle.edu.au/R/e15/help/11/09/7307.html >> >>> >> >>> /Arne >> >>> >> >>> -- >> >>> Arne Henningsen >> >>> http://www.arne-henningsen.name >> >>> >> >> >> >> >> > >> > [[alternative HTML version deleted]] >> > >> > ______________________________________________ >> > 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. >> > >> >> >> >> -- >> Joshua Wiley >> Ph.D. Student, Health Psychology >> Programmer Analyst II, ATS Statistical Consulting Group >> University of California, Los Angeles >> https://joshuawiley.com/ > > -- Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, ATS Statistical Consulting Group University of California, Los Angeles https://joshuawiley.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.
