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

Marc Girondot marc_grt at yahoo.fr
Tue Jan 31 11:59:48 CET 2017

```Dear John and list members,

I have found a solution using the package nlWaldTest. I post the
solution in case someone else will have this problem.

Here is a summary of the problem:
I would like use the delta method for a function for which no derivative
using D() can be calculated. I would like rather use numerical derivative.

Here is the solution. In the two first examples, symbolic derivative is
used.

library(car)
m1 <- lm(time ~ t1 + t2, data = Transact)
deltaMethod(coef(m1), "t1/t2", vcov.=vcov(m1))

library("nlWaldTest")
nlConfint(obj = NULL, texts="b/b", level = 0.95, coeff = coef(m1),
Vcov = vcov(m1), df2 = TRUE, x = NULL)

############# Now numerical derivative is used. The result is the same.

try_g <- function(...) {
par <- list(...)
return(par[]/par[])
}

nlConfint(obj = NULL, texts="try_g(b, b)", level = 0.95, coeff =
coef(m1),
Vcov = vcov(m1), df2 = TRUE, x = NULL)

Marc

```