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 > ______________________________________________ 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.
