numDeltaMethod: Calculate numerical delta method for non-linear predictions.

In mclements/rstpm2: Smooth Survival Models, Including Generalized Survival Models

Calculate numerical delta method for non-linear predictions.

Description

Given a regression object and an independent prediction function (as a function of the coefficients), calculate the point estimate and standard errors

Usage

numDeltaMethod(object, fun, gd=NULL, ...)

Arguments

object	A regression object with methods coef and vcov.
fun	An independent prediction function with signature function(coef, ...).
gd	Specified gradients
...	Other arguments passed to fun.

Details

A more user-friendly interface is provided by predictnl.

Value

Estimate	Point estimates
SE	Standard errors

See Also

See Also predictnl.

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (object, fun, ...) 
{
    coef <- coef(object)
    est <- fun(coef, ...)
    Sigma <- vcov(object)
    gd <- grad(fun, coef, ...)
    se.est <- as.vector(sqrt(colSums(gd * (Sigma %*% gd))))
    data.frame(Estimate = est, SE = se.est)
  }

mclements/rstpm2 documentation built on Feb. 5, 2023, 8 p.m.