R help - Feb 2015 - PEA and APE Tobit

Hi,

I estimated a tobit model 
tobit.fit<-tobit(y~x,left=0, right=Inf)  (library "AER")
or
tobit2.fit<-censReg(y~x, left=0, right=Inf) (library"censReg")
I' have estimated the partial effect at the average as:
pea<-(pnorm((colMeans(x)%*%tobit.fit$coef[-1])/tobit.fit$scale))%*%tobit.fitt$coef[-1]
and the average partial effect as:
ape<-
(length(x[,1]))^(-1)*sum(pnorm((x%*%tobit.fit$coef[-1])/tobit.fit$scale))*tobit.fit$coef[-1]

I guess I did something wrong as 
 margEff( tobit2.fit) (library("censReg")
 gives a different result than my partial effect at the average. 

Any ideas about what I did wrong? 
I  did not find the underlying code of margEff. 

Kind regards, 




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Dear Annelies

On 26 February 2015 at 09:12, hnlki <annelies.hoebeeck at ugent.be>
wrote:
> I estimated a tobit model
> tobit.fit<-tobit(y~x,left=0, right=Inf)  (library "AER")
> or
> tobit2.fit<-censReg(y~x, left=0, right=Inf) (library"censReg")
> I' have estimated the partial effect at the average as:
>
pea<-(pnorm((colMeans(x)%*%tobit.fit$coef[-1])/tobit.fit$scale))%*%tobit.fitt$coef[-1]
> and the average partial effect as:
> ape<-
>
(length(x[,1]))^(-1)*sum(pnorm((x%*%tobit.fit$coef[-1])/tobit.fit$scale))*tobit.fit$coef[-1]
>
> I guess I did something wrong as
>  margEff( tobit2.fit) (library("censReg")
>  gives a different result than my partial effect at the average.
>
> Any ideas about what I did wrong?
> I  did not find the underlying code of margEff.
[...]
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
Please follow the posting guide and provide a self-contained
reproducible example.

Best regards,
Arne

-- 
Arne Henningsen
http://www.arne-henningsen.name

Dear Mr Henningsen,

I have read the posting guide but apparently not well enough.  I didn't find
how to include R code in my post. I'll read it again and I'll try to
give a clearer example.
Sorry for the inconvenience. 

Kind regards,
Annelies
> Op 26-feb.-2015 om 21:59 heeft Arne Henningsen-3 [via R]
<ml-node+s789695n4703915h77 at n4.nabble.com> het volgende geschreven:
> 
> Dear Annelies 
> 
> On 26 February 2015 at 09:12, hnlki <[hidden email]> wrote:
> 
> > I estimated a tobit model 
> > tobit.fit<-tobit(y~x,left=0, right=Inf)  (library "AER") 
> > or 
> > tobit2.fit<-censReg(y~x, left=0, right=Inf)
(library"censReg")
> > I' have estimated the partial effect at the average as: 
> >
pea<-(pnorm((colMeans(x)%*%tobit.fit$coef[-1])/tobit.fit$scale))%*%tobit.fitt$coef[-1]
> > and the average partial effect as: 
> > ape<- 
> >
(length(x[,1]))^(-1)*sum(pnorm((x%*%tobit.fit$coef[-1])/tobit.fit$scale))*tobit.fit$coef[-1]
> > 
> > I guess I did something wrong as 
> >  margEff( tobit2.fit) (library("censReg") 
> >  gives a different result than my partial effect at the average. 
> > 
> > Any ideas about what I did wrong? 
> > I  did not find the underlying code of margEff.
> 
> [...] 
> 
> > PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code. 
> 
> Please follow the posting guide and provide a self-contained 
> reproducible example. 
> 
> Best regards, 
> Arne 
> 
> -- 
> Arne Henningsen 
> http://www.arne-henningsen.name
> 
> ______________________________________________ 
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> and provide commented, minimal, self-contained, reproducible code. 
> 
> 
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