[R] Tobit Fixed Effects
Arne Henningsen
arne.henningsen at googlemail.com
Sun Sep 18 11:19:33 CEST 2011
Hi Felipe
On 18 September 2011 09:09, Felipe Nunes <felipnunes at 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
More information about the R-help
mailing list