Thanks to all. It was just programming error. The following now works.
Essentially, to impose non-negative restrictions I estimated the natural
logs of two parameters and then do exponential transformation to uncover
the parameters, with mathematical transformation (delta method) for
their standard errors.
I believe deltaMethod {car} does that sort of things. I have yet to look
up if it does that for nonlinear regression object. But since the
exponential transformation is a simple transformation (with a derivative
equal to itself), I tried to program my own. Thanks to all.
> obj<-cbp11.pooled
> j<-grep("gamma",names(obj$est),value=TRUE); j
[1] "log.gamma1" "log.gamma2"
> obj$estimate[j]
log.gamma1 log.gamma2
-1.82378 -1.11313
> obj$stat$vb[j,j]
log.gamma1 log.gamma2
log.gamma1 0.0842252 0.0138778
log.gamma2 0.0138778 0.0793592
> mydelta <- function(obj,j){
+ # *******************************************
+ # Delta method for exponential transformation
+ # *******************************************
+ b<-obj$estimate[j]
+ v<-obj$stat$vb[j,j]; v
+ gamma<-exp(b)
+ db<-gamma
+ vgamma<-db^2*v
+ sgamma<-sqrt(diag(vgamma))
+ t<-gamma/sgamma
+ df<-n<-obj$stat$n
+ p<-2*(1-pt(abs(t),df))
+ list(gamma=gamma,sgamma=sgamma,b=b,t=t,p=p)
+ }
> v<-mydelta(obj,j)
> v$b
log.gamma1 log.gamma2
-1.82378 -1.11313
> v$gamma
log.gamma1 log.gamma2
0.161414 0.328529
> v$sgamma
log.gamma1 log.gamma2
0.0468449 0.0925490
> v$t
log.gamma1 log.gamma2
3.44571 3.54978
> v$p
log.gamma1 log.gamma2
0.000574108 0.000388996
>
On 9/9/2022 8:39 PM, Ebert,Timothy Aaron wrote:
If t = 1/sqrt(v[2,2]) and there is no code to change the value of v[2,2] and no
code to change to a different cell why would you get two different values?
One approach to debugging is to make a small example and see if the code output
matches (line-by-line) the output you get from doing a manual calculation. If
they do not match you at least know where to start looking for a problem. Hand
calculation can use pencil and paper or Excel or other tools. It is a tedious
task but very effective.
Tim
-----Original Message-----
From: R-help <r-help-boun...@r-project.org> On Behalf Of Ivan Krylov
Sent: Friday, September 9, 2022 5:03 AM
To: Steven T. Yen <st...@ntu.edu.tw>
Cc: R-help Mailing List <r-help@r-project.org>
Subject: Re: [R] Help with a simple subroutine
[External Email]
В Fri, 9 Sep 2022 16:46:00 +0800
"Steven T. Yen" <st...@ntu.edu.tw> пишет:
I am expecting the line t<-gamma/sgamma to produce two different
values. But I confirm that it is doing tt<-gamma[1]/sgamma[1]
No, it just happens that gamma[1]/sgamma[1] is the same as gamma[2]/sgamma[2],
subject to rounding errors:
+ gamma<-exp(b)
+ vgamma<-gamma^2*v[2,2]
+ sgamma<-sqrt(vgamma)
+ t<-gamma/sgamma
t = gamma / sgamma = gamma / sqrt(gamma^2 * v[2,2]) =
= gamma / (abs(gamma) * sqrt(v[2,2])) = (given gamma = exp(b) > 0)
= 1 / sqrt(v[2,2]).
--
Best regards,
Ivan
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