Re: [R] g parameter for deltaMethod() as a function
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[2]/b[3]", 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[[1]]/par[[2]])
}
nlConfint(obj = NULL, texts="try_g(b[2], b[3])", level = 0.95, coeff =
coef(m1),
Vcov = vcov(m1), df2 = TRUE, x = NULL)
Marc
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Re: [R] g parameter for deltaMethod() as a function
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
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Re: [R] g parameter for deltaMethod() as a function
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_...@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
>
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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
[[alternative HTML version deleted]]
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Re: [R] g parameter for deltaMethod() as a function
Dear Marc,
> -Original Message-
> From: R-help [mailto:r-help-boun...@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@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.
>
> __
> 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.
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[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.
__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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and provide commented, minimal, self-contained, reproducible code.
