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2009 May 10
4
Partial Derivatives in R
Quick question:
Which function do you use to calculate partial derivatives from a model
equation?
I've looked at deriv(), but think it gives derivatives, not partial
derivatives. Of course my equation isn't this simple, but as an example,
I'm looking for something that let's you control whether it's a partial or
not, such as:
somefunction(y~a+bx, with respect to x,
2009 Apr 16
0
Partial Derivatives in logit
...for an observation
x01 <- 0.2
x02 <- 0.1
### Parameters for an observation
b00.1 <- 0.5
b00.2 <- 0.3
b00.3 <- 0
b01.1 <- 0.4
b01.2 <- 0.5
b01.3 <- 0
b02.1 <- 0.3
b02.2 <- -0.1
b02.3 <- 0
### Predicted Probabilities for an observation
phat1 <- 0.6
phat2 <- 0.3
phat3 <- 0.1
### Correct way to calculate a partial derivative
partial.b01.1 <- phat1 * (b01.1 - (b01.1*phat1+b01.2*phat2+b01.3*phat3))
partial.b01.2 <- phat2 * (b01.2 - (b01.1*phat1+b01.2*phat2+b01.3*phat3))
partial.b01.3 <- phat3 * (b01.3 - (b01.1*phat1+b01.2*phat2+b01.3*phat3))
partial.b0...