[R] PEA and APE Tobit

hnlki annelies.hoebeeck at ugent.Be
Thu Feb 26 09:12:34 CET 2015


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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