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 <j...@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_...@yahoo.fr] >> Sent: Monday, January 30, 2017 1:31 PM >> To: Fox, John <j...@mcmaster.ca> >> Cc: r-help@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 >> > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
