g parameter for deltaMethod() as a function
Dear Marc,
-----Original Message----- From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Marc Girondot via R-help Sent: Monday, January 30, 2017 12:19 PM To: R-help Mailing List <r-help at r-project.org> Subject: [R] g parameter for deltaMethod() as a function Hi everyone, I try to use the Default S3 method DeltaMethod() from car package, but I have some problems when I try to use a function as the "g" parameter. I don't know if it is possible anyway. I hope that you could tell me:
I don't see how that would work. From ?deltaMethod: "g [the second argument]: A quoted string that is the function of the parameter estimates to be evaluated; see the details below." A possible solution would be to write a wrapper function that prepares a proper call to deltaMethod(). I hope this helps, John -------------------------------------- John Fox, Professor McMaster University Hamilton, Ontario, Canada Web: socserv.mcmaster.ca/jfox
Here an example from the help of deltaMethod(). It works and I
understand well (I think at least !).
library(car)
m1 <- lm(time ~ t1 + t2, data = Transact) deltaMethod(coef(m1), "t1/t2",
vcov.=vcov(m1))
###############
I would like do the same with a function instead of "t1/t2":
try_g <- function(...) {
par <- list(...)
return(par$t1/par$t2)
}
try_g(t1=1, t2=2)
deltaMethod(coef(m1), "try_g", vcov.=vcov(m1))
But I get an error:
Error in as.data.frame.default(x[[i]], optional = TRUE) :
cannot coerce class ""function"" to a data.frame
If someone could give me the solution... or tell me if it is impossible
!
Thanks
Marc
PS. In fine I would like using deltaMethod() to produce a confidence
interval after fitting a model using ML with optim.
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