[R] variance of combinations of means - off topic

Spencer Graves spencer.graves at pdf.com
Thu Jan 6 17:41:54 CET 2005


      Of course, the delta method is terrible when the first derivative 
is small relative to the curvature.  In that case, you either need to 
consider bootstrap, Monte Carlo, permutation testing, as suggested by 
Venables and Ripley in MASS and S Programming, or possibly using a 
higher order Taylor series expansion. 

      spencer graves

Thomas Lumley wrote:

> On Wed, 5 Jan 2005, Kjetil Brinchmann Halvorsen wrote:
>
>> Liaw, Andy wrote:
>>
>>> You could try googling for "delta method".  I believe MASS even has 
>>> code for
>>> that...
>>
>
> I believe you are thinking of an example in S Programming, which does 
> automatic differentiation and the delta method.
>
>     -thomas
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html




More information about the R-help mailing list