[R] g parameter for deltaMethod() as a function

[Fox, John]

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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