I have a dataset with 43,422 observations and a left-censored (at 0) dependent variable. Of the $n$ observations, 42,536 are left-censored and 886 are not. I plan on analyzing this with a Tobit model and discovered there are three different implementations in R (AER, VGAM, and censReg). Without thinking through a model, I decided to try regressing against a few of the other variables in the dataset to get a feel for presentation. The model is nonsensical, but that should not be the point. Much to my surprise, I get wildly different answers for the same model for the
VGAM implementations of Tobit, and
censReg never returns. So I tried again in Stata, which at least is returning reasonable responses (correctness is not verified).
My question is, what could cause the
censReg implementations to behave this way? Is it possible my model is too censored?