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2011 Feb 15
0
Delta method using numerical derivatives
...cal derivatives?
I realise that the delta method has been implemented using symbolic
derivatives (e.g. alr3::delta.method, emdbook::deltamethod,
msm::deltamethod and survey:::nlcon), however possibly non-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>=19...