我一直在尝试在R中使用intReg包,但结果是这样:
> y <- cbind(dataH$lb, dataH$ub)
> fit.int <- intReg(y ~ logSpread + logdepthS + logdepthO + last + ret + volatility + loghiddenVolS + loghiddenVolO + loghft1S + loghft1O + hft2S + hft2O + hft3S + hft3O + preEarnings + postEarnings, data = dataH)
> summary(fit.int)
Error in class(coefValues) <- c("coef.intReg", class(coefValues)) :
attempt to set an attribute on NULL
> coef(fit.int)
Error in class(coefValues) <- c("coef.intReg", class(coefValues)) :
attempt to set an attribute on NULL
> print(coef(fit.int))
Error in class(coefValues) <- c("coef.intReg", class(coefValues)) :
attempt to set an attribute on NULL
> fit.int
Interval regression
BHHH maximisation, 0 iterations
Return code 100: Initial value out of range.
> print(coef(fit.int, boundaries = TRUE))
Error in class(coefValues) <- c("coef.intReg", class(coefValues)) :
attempt to set an attribute on NULL
知道发生了什么事吗?