g parameter for deltaMethod() as a function

-----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:

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.

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().

-----Original Message-----
From: Marc Girondot [mailto:marc_grt at yahoo.fr]
Sent: Monday, January 30, 2017 1:31 PM
To: Fox, John <jfox at mcmaster.ca>
Cc: r-help at r-project.org
Subject: Re: [R] g parameter for deltaMethod() as a function

Le 30/01/2017 ? 19:04, Fox, John a ?crit :


		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().

Hi John,

This is exactly what I try to do: a wrapper (I forget that name in
English !).

I have made some progress to do a wrapper function:

try_g <- function(...) {
  par <- list(...)
  return(par$t1/par$t2)
}

try_g(t1=1, t2=2)
deltaMethod(coef(m1), "try_g(t1, t2)", vcov.=vcov(m1))

The wrapper function try_g is accepted now, but I get an error because
deltaMethod() tried to do symbolic derivative:

deltaMethod(coef(m1), "try_g(t1, t2)", vcov.=vcov(m1))

Error in D(g, names(para)[i]) :
  La fonction 'try_g' n'est pas dans la table des d?riv?es (translation:
The function 'try_g' is not in the table of derivative functions).

I was hopping that numeric approximation of derivative (example
numDeriv::grad() or deriv() ) could be used, but it is not the case.

Thanks

Marc

On Jan 30, 2017, at 2:03 PM, Fox, John <jfox at mcmaster.ca> wrote:

Dear Marc,

A "wrapper function" *calls* deltaMethod().
Your function try_g() is intended to be *called by* try_g().

Actually, you just pass to deltaMethod() a character string that would evaluate to the function call, and deltaMethod() doesn't know what to do with that.

The description of the g (second) argument in ?deltaMethod seems perfectly clear to me; beyond what I quoted, in "Details" you'll find, "The argument g must be a quoted character string that gives the function [of the coefficients] of interest. For example, if you set m2 <- lm(Y ~ X1 + X2 + X1:X2), then deltaMethod(m2,"X1/X2") applies the delta method to the ratio of the coefficient estimates for X1 and X2. The argument g can consist of constants and names associated with the elements of the vector of coefficient estimates. Etc."

Try writing a function that calls deltaMethod() and does what you want.

John

-----Original Message-----
From: Marc Girondot [mailto:marc_grt at yahoo.fr]
Sent: Monday, January 30, 2017 1:31 PM
To: Fox, John <jfox at mcmaster.ca>
Cc: r-help at r-project.org
Subject: Re: [R] g parameter for deltaMethod() as a function

Le 30/01/2017 ? 19:04, Fox, John a ?crit :


		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().

Hi John,

This is exactly what I try to do: a wrapper (I forget that name in
English !).

I have made some progress to do a wrapper function:

try_g <- function(...) {
 par <- list(...)
 return(par$t1/par$t2)
}

try_g(t1=1, t2=2)
deltaMethod(coef(m1), "try_g(t1, t2)", vcov.=vcov(m1))

The wrapper function try_g is accepted now, but I get an error because
deltaMethod() tried to do symbolic derivative:

deltaMethod(coef(m1), "try_g(t1, t2)", vcov.=vcov(m1))

Error in D(g, names(para)[i]) :
 La fonction 'try_g' n'est pas dans la table des d?riv?es (translation:
The function 'try_g' is not in the table of derivative functions).

I was hopping that numeric approximation of derivative (example
numDeriv::grad() or deriv() ) could be used, but it is not the case.

Thanks

Marc