News for Package 'censReg'

Changes in censReg version 0.5-38 (2024-04-20)

• removed a test tht gve slightly different results on "M1mac" (no user-visible changes)

Changes in censReg version 0.5-36 (2022-08-03)

• a few minor internal improvements (no user-visible changes)

Changes in censReg version 0.5-34 (2022-02-27)

• the margEff() method for objects of class censReg now has an additional argument vcovLogSigma, which defaults to TRUE; this change makes the margEff() method consistent with the coef() and vcov() methods but it changes the default way of calculating marginal effects compared to the previous version

Changes in censReg version 0.5-32 (2020-08-04)

• added argument subset to function censReg()

• added argument vcov to the margeff() method for objects of class censReg.

• made the tests of this package compatible with version 1.4-0 of the maxLik package

Changes in censReg version 0.5-30 (2019-12-12)

• censReg() can now estimate models that only have an intercept and no (other) explanatory variables

• made the output of the test scripts much more robust to differences in numerical inaccuracies

Changes in censReg version 0.5-26 (2017-03-21)

• some minor internal improvements and modifications, e.g. to make the 'censReg' package compatible with future versions of the 'plm' package

Changes in censReg version 0.5-22 (2016-08-19)

• added argument 'xValues' to the margEff() method so that the user can specify the values of the explanatory variables, at wich the marginal effects are calculated

• censReg() now stops with an error message if there are no uncensored observations or there are no censored observations

Changes in censReg version 0.5-20 (2013-08-20)

• fixed an internal problem so that this package can be used with R version 3.1

• fixed a few minor internal problems that were indicated by "R CMD check" with R version 3.1

Changes in censReg version 0.5-16 (2012-10-12)

• corrected bug in the calculation of the covariance matrix of the marginal effects: hence, all statistical tests for the marginal effects were wrong in previous versions of the censReg package

• added print() method for objects that are returned by the margEff() method

Changes in censReg version 0.5-14 (2012-06-28)

• the calculation of the gradients of the log-likelihood function for cross-sectional data is numerically more stable

Changes in censReg version 0.5-12 (2012-06-01)

• added nobs() method that returns the (total) number of observations

Changes in censReg version 0.5-10 (2012-04-12)

• added margEff() method that computes the marginal effects of the explanatory variables on the expected value of the dependent variable evaluated at the mean values of the explanatory variables. This functionality is currently not available for panel data models.

Changes in censReg version 0.5-8 (2012-03-04)

• censReg() has an argument "logLikOnly" now: if this argument is set to TRUE, the model is not estimated but the log-likelihood contributions of all observations/individuals and the corresponding gradients calculated at the parameters specified by argument "start" are returned

• made the calculation of the log-likelihood value of random effects panel data models with censored dependent variables and the calculation of the corresponsing gradient(s) numerically more robust and stable by calculating and storing the *logarithms* rather than the actual numbers

Changes in censReg version 0.5-6 (2011-09-06)

• fixed bug that made it impossible to specify starting values for the estimation of censored random-effects panel data models (many thanks to Igors Lahanciks for reporting this bug!)

Changes in censReg version 0.5-4 (2011-05-17)

• fixed bug that occured when a factor had "empty" levels (many thanks to Ulrich Morawetz for reporting this bug!)

• censReg() now additionally returns the model terms and the degrees of freedom of the residuals

• added a model.frame() method for objects of class "censReg"

• added a formula() method for objects of class "censReg"

• added extractAIC() method for objects of class "censReg"

• added estfun() method for objects of class "censReg" that has an argument "includeSigma" (defaults to TRUE), which determines whether the derivative with respect to the logarithm of the variance parameter should be included

Changes in censReg version 0.5-2 (2010-08-25)

• initial public release of the censReg package