Maximum Likelihood estimation of censored regression (Tobit) models with cross-sectional and panel data.
THIS IS THE CHANGELOG OF THE "censReg" PACKAGE
Please note that only the most significant changes are reported here. A full ChangeLog is available in the log messages of the SVN repository on R-Forge.
CHANGES IN 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 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 VERSION 0.5-14 (2012-06-28)
CHANGES IN VERSION 0.5-12 (2012-06-01)
CHANGES IN VERSION 0.5-10 (2012-04-12)
CHANGES IN 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 VERSION 0.5-6 (2011-09-06)
CHANGES IN 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 VERSION 0.5-2 (2010-08-25)