r - Error when using `delthamethod`{msm} for a fitted linear model: covariances should be a n x n matrix -
i using delthamethod
package msm
derive standard error of transformed variable.
example code:
require(msm) x1 <- 1:10 x2 <- c(0,0,0,0,0,0,0,0,0,0) y <- c(1,3,3,4,5,7,7,8,9,10) m1 <- lm(y~x1+x2) summary(m1) deltamethod(~ (1-x1), coef(m1), vcov(m1))
the error "covariances should 3x3 matrix". reason 1 variable not have variation (x2 zero) , has "na" in regression output.
is there easy fix this? know leave variable out, running more 1.000 regressions each around 15 parameters estimate, , na variables (without variation) every time different variables.
how about:
deltamethod(~(1-x1), na.omit(coef(m1)), vcov(m1)) # [1] 0.2949063
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