[R] Help with a simple subroutine

Steven T. Yen @tyen @end|ng |rom ntu@edu@tw
Fri Sep 9 10:46:00 CEST 2022


Can someone help me with this simple replicable subroutine?
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]
Thanks.

 > b<-v$est[j]; b
log.gamma1 log.gamma2
   -1.82378   -1.11313
 > v<-v$stat$vb[j,j]; v
            log.gamma1 log.gamma2
log.gamma1  0.0842252  0.0138778
log.gamma2  0.0138778  0.0793592
 > delta <- function(b,v){
+ # ***********************************************
+ # Delta method for exponential transformation
+ # ***********************************************
+   df<-5140; #df<-nrow(mydata)
+   gamma<-exp(b)
+   vgamma<-gamma^2*v[2,2]
+   sgamma<-sqrt(vgamma)
+   t<-gamma/sgamma
+   tt<-gamma[1]/sgamma[1]
+   p<-2*(1-pt(abs(t),df))
+ list(gamma=gamma,sgamma=sgamma,b=b,t=t,p=p,tt=tt)
+ }
 > options(digits=6)
 > delta(b,v)$b
log.gamma1 log.gamma2
   -1.82378   -1.11313
 > delta(b,v)$gamma
log.gamma1 log.gamma2
   0.161414   0.328529
 > delta(b,v)$sgamma
log.gamma1 log.gamma2
  0.0454716  0.0925490
 > delta(b,v)$t
log.gamma1 log.gamma2
    3.54978    3.54978
 > delta(b,v)$tt
log.gamma1
    3.54978
 > delta(b,v)$p
  log.gamma1  log.gamma2
0.000389002 0.000389002



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