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libgdk
2011 Feb 15
0
Delta method using numerical derivatives
...linear
estimators using the delta method with numerical derivatives can be
quite useful (e.g. predictnl in Stata and the estimate and predict
statements for proc nlmixed in SAS).
I would like something akin to the following predictnl() function:
## get some data and fit a model
require(Epi)
data(lungDK)
fit <- glm(D/Y ~ as.factor(A5)+as.factor(A5):P5-1,
data=lungDK, subset=(P5>=1970), weight=Y,
family=poisson("identity")) # (Hakulinen and Dyba)
## calculate some summary statistics (e.g. cumulative incidence to 85
years)
require(plyr)
cuminc <- function(obj...