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Error with estfun with R version 4.0.x #16

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jwilliman opened this issue Oct 18, 2020 · 1 comment
Open

Error with estfun with R version 4.0.x #16

jwilliman opened this issue Oct 18, 2020 · 1 comment

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@jwilliman
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Calculation of robust standard errors using the sandwich package appears to fail under R 4.0.x but not under earlier versions (3.6.0).

I see this issue has already be raised and closed, and am just noting that it is reproducible on versions of R > 4.

suppressPackageStartupMessages({
  library(drc)
  library(lmtest)
  library(sandwich)
})

ryegrass.m1<-drm(rootl ~ conc, data = ryegrass, fct = LL.4())
coeftest(ryegrass.m1, vcov = sandwich)
#> Error in UseMethod("estfun"): no applicable method for 'estfun' applied to an object of class "drc"
sessionInfo()
#> R version 4.0.2 (2020-06-22)
#> Platform: i386-w64-mingw32/i386 (32-bit)
#> Running under: Windows 10 x64 (build 17134)
#> 
#> Matrix products: default
#> 
#> locale:
#> [1] LC_COLLATE=English_New Zealand.1252  LC_CTYPE=English_New Zealand.1252   
#> [3] LC_MONETARY=English_New Zealand.1252 LC_NUMERIC=C                        
#> [5] LC_TIME=English_New Zealand.1252    
#> 
#> attached base packages:
#> [1] stats     graphics  grDevices utils     datasets  methods   base     
#> 
#> other attached packages:
#> [1] sandwich_2.5-1 lmtest_0.9-37  zoo_1.8-8      drc_3.0-1      MASS_7.3-51.6 
#> 
#> loaded via a namespace (and not attached):
#>  [1] zip_2.1.1         Rcpp_1.0.5        compiler_4.0.2    pillar_1.4.6     
#>  [5] cellranger_1.1.0  highr_0.8         forcats_0.5.0     tools_4.0.2      
#>  [9] digest_0.6.25     evaluate_0.14     tibble_3.0.3      lifecycle_0.2.0  
#> [13] lattice_0.20-41   pkgconfig_2.0.3   rlang_0.4.7       Matrix_1.2-18    
#> [17] openxlsx_4.1.5    curl_4.3          yaml_2.2.1        mvtnorm_1.1-1    
#> [21] haven_2.3.1       xfun_0.16         rio_0.5.16        stringr_1.4.0    
#> [25] knitr_1.29        vctrs_0.3.3       gtools_3.8.2      hms_0.5.3        
#> [29] grid_4.0.2        data.table_1.13.0 R6_2.4.1          plotrix_3.7-8    
#> [33] survival_3.1-12   readxl_1.3.1      foreign_0.8-80    rmarkdown_2.3    
#> [37] multcomp_1.4-13   TH.data_1.0-10    carData_3.0-4     car_3.0-9        
#> [41] magrittr_1.5      scales_1.1.1      codetools_0.2-16  splines_4.0.2    
#> [45] ellipsis_0.3.1    htmltools_0.5.0   abind_1.4-5       colorspace_1.4-1 
#> [49] stringi_1.4.6     munsell_0.5.0     crayon_1.3.4

Created on 2020-10-19 by the reprex package (v0.3.0)

But works at https://rdrr.io/snippets/ which uses R 3.4.4, but same version of drc and sandwich.


t test of coefficients:

              Estimate Std. Error t value  Pr(>|t|)    
b:(Intercept)  2.98222    0.47438  6.2865 3.882e-06 ***
c:(Intercept)  0.48141    0.12779  3.7672  0.001212 ** 
d:(Intercept)  7.79296    0.15311 50.8976 < 2.2e-16 ***
e:(Intercept)  3.05795    0.26741 11.4355 3.170e-10 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

sh: 1: cannot create /dev/null: Permission denied
R version 3.4.4 (2018-03-15)
Platform: x86_64-pc-linux-gnu (64-bit)

Matrix products: default
BLAS: /usr/lib/atlas-base/atlas/libblas.so.3.0
LAPACK: /usr/lib/lapack/liblapack.so.3.0

locale:
[1] C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] sandwich_2.5-1 lmtest_0.9-37  zoo_1.8-5      drc_3.0-1      MASS_7.3-51.4 

loaded via a namespace (and not attached):
 [1] zip_2.0.1         Rcpp_1.0.1        cellranger_1.1.0  pillar_1.3.1     
 [5] compiler_3.4.4    forcats_0.4.0     tools_3.4.4       tibble_2.1.1     
 [9] lattice_0.20-38   pkgconfig_2.0.2   rlang_0.3.4       openxlsx_4.1.0   
[13] Matrix_1.2-17     curl_3.3          mvtnorm_1.0-8     haven_2.1.0      
[17] rio_0.5.16        gtools_3.8.1      hms_0.4.2         grid_3.4.4       
[21] data.table_1.12.2 plotrix_3.7-5     readxl_1.3.1      survival_2.44-1.1
[25] foreign_0.8-71    multcomp_1.4-8    TH.data_1.0-10    carData_3.0-2    
[29] car_3.0-2         magrittr_1.5      scales_1.0.0      codetools_0.2-16 
[33] splines_3.4.4     abind_1.4-5       colorspace_1.4-1  munsell_0.5.0    
[37] crayon_1.3.4    

@rhurlin
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rhurlin commented Sep 11, 2021

Hi @jwilliman ,

I just tried your example with an up to date package drc, reinstalled via install_github, now at version 3.2.0:

library(devtools)
install_github("DoseResponse/drc")

As far as I can say, it works as expected now:

> coeftest(ryegrass.m1, vcov = sandwich)

t test of coefficients:

              Estimate Std. Error t value  Pr(>|t|)    
b:(Intercept)  2.98222    0.47438  6.2865 3.882e-06 ***
c:(Intercept)  0.48141    0.12779  3.7672  0.001212 ** 
d:(Intercept)  7.79296    0.15311 50.8976 < 2.2e-16 ***
e:(Intercept)  3.05795    0.26741 11.4355 3.170e-10 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

I am on R-4.2.0 (devel), but before updating drc via github this R version gave the exact same error. Here is my sessionInfo:

> sessionInfo()
R Under development (unstable) (2021-08-27 r80829)
Platform: amd64-portbld-freebsd14.0 (64-bit)
Running under: FreeBSD xxx.xxx.xxx 14.0-CURRENT FreeBSD 14.0-CURRENT #0 main-n249159-bb61ccd530b: Sun Sep  5 18:50:40 CEST 2021     [email protected]:/usr/obj/usr/src/amd64.amd64/sys/RHURLIN  amd64

Matrix products: default
LAPACK: /usr/local/lib/R/lib/libRlapack.so.4.2.0

Random number generation:
 RNG:     Mersenne-Twister 
 Normal:  Inversion 
 Sample:  Rounding 
 
locale:
[1] C/de_DE.UTF-8/de_DE.UTF-8/C/de_DE.UTF-8/de_DE.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] sandwich_3.0-1 lmtest_0.9-38  zoo_1.8-9      drc_3.2-0      drcData_1.1-3  MASS_7.3-54   

loaded via a namespace (and not attached):
 [1] zip_2.2.0         Rcpp_1.0.7        pillar_1.6.2      compiler_4.2.0    cellranger_1.1.0 
 [6] forcats_0.5.1     tools_4.2.0       lifecycle_1.0.0   tibble_3.1.4      lattice_0.20-44  
[11] pkgconfig_2.0.3   rlang_0.4.11      Matrix_1.3-4      openxlsx_4.2.4    curl_4.3.2       
[16] mvtnorm_1.1-2     haven_2.4.3       rio_0.5.27        vctrs_0.3.8       gtools_3.9.2     
[21] hms_1.1.0         grid_4.2.0        data.table_1.14.0 R6_2.5.1          plotrix_3.8-2    
[26] fansi_0.5.0       survival_3.2-13   readxl_1.3.1      foreign_0.8-81    multcomp_1.4-17  
[31] TH.data_1.0-10    carData_3.0-4     car_3.0-11        magrittr_2.0.1    scales_1.1.1     
[36] codetools_0.2-18  splines_4.2.0     ellipsis_0.3.2    abind_1.4-5       colorspace_2.0-2 
[41] utf8_1.2.2        stringi_1.7.4     munsell_0.5.0     crayon_1.4.1

HTH,
Rainer

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