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

[Fox, John]

Dear Mark,

I realized that there was a typo in my last response, which is corrected below:

> 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 this should say, "Your function try_g() is intended to be *called by* deltaMethod().”

Sorry if that was confusing,
 John


> 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 à 19:04, Fox, John a écrit :
>> 
>> 
>> 		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 dérivées (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
>> 
> 
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