research111 - 1 year ago 63

R Question

I am using the

`delthamethod`

`msm`

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 I get is "Covariances should be a 3x3 matrix". The reason is that 1 variable does not have any variation (x2 is always zero) and has "NA" in the regression output.

Is there an easy fix to this? I know I could leave the variable out, but I am running more than 1.000 regressions with each around 15 parameters to estimate, and the NA variables (without variation) are every time different variables.

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Answer Source

How about:

```
deltamethod(~(1-x1), na.omit(coef(m1)), vcov(m1))
# [1] 0.2949063
```