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 + 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.
Thanks for sending me your data set. With it, I was able to figure out, where the NAs in the (initial) gradients come from: when calculating the derivatives of the standard normal density function [d dnorm(x) / d x = - dnorm(x) * x], values for x that are larger than approximately 40 (in absolute terms) result in so small values (in absolute terms) that R rounds them to zero. Later, these derivatives are multiplied by some other values and then the logarithm is taken ... and multiplying any number by zero and taking the logarithms gives not a finite number :-( When *densities* of the standard normal distribution become too small, one can use dnorm(x,log=TRUE) and store the logarithm of the small number, which is much larger (in absolute terms) than the density and hence, is not rounded to zero. However, in the case of the *derivative* of the standard normal density function, this is more complicated as log( d dnorm(x) / d x ) = log( dnorm(x) ) + log( - x ) is not defined if x is positive. I will try to solve this problem by case distinction (x>0 vs. x<0). Or does anybody know a better solution? /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.
