# Linear combinations of coefficients in R

Updated: 2020-12-05

One of the few features I miss from Stata is the very-intuitive lincom command. Most of the time I recreate that functionality with survey::svycontrast. But, I always forget the syntax. This code demonstrates a minimal working example.

library(survey)

N <- 100
df <- data.frame(x1 = rnorm(N), x2 = rnorm(N))
df$y <- 1 + 3 * df$x1 - 2 * df$x2 + rnorm(N, 0, 0.5) fit <- lm(y ~ x1 + x2, data = df) Having fit the model, we can pass unnamed vector with the right number of coefficients to get our desired linear combination: svycontrast(fit, c(0, 1, 1)) ## contrast SE ## contrast 1.1028 0.0698 Or a named vector with any number of coefficients (as long as the names match). Or a list of named vectors. One “gotcha” to keep in mind: I have found that the latter syntax fails for some versions of survey and may be OS-dependent. svycontrast(fit, list(c("x2" = 1, "x1" = 1), c("x2" = 4, "x1" = 2))) ## contrast SE ## [1,] 1.1028 0.0698 ## [2,] -1.6700 0.2171 If you want an easy way to pass svycontrast a data.frame of where each row is a different linear combination (and each column a different variable), below is how you do that. This is usually if you want to produce similar behavior to, say, running predict on a fitted model but A) the predict call for that model doesn’t return standard errors (as with felm or fixest) and/or B) you only want to linearly combine some of the variables (equivalent to setting all other coefficients = 0). In either case, this will work: svycontrast_df <- function(fit, newdata) { # Call surveyconstrast with a data frame df <- newdata # Transform data.frame into a list of its row vectors df_list <- as.list(as.data.frame(t(newdata))) df_list <- lapply(df_list, setNames, colnames(df)) # Set all character vector names inside list # Return a named list setNames(as.list(as.data.frame(svycontrast(fit, df_list))), c("est", "se")) } newdata <- data.frame(x1 = seq(-3, 3, 1)) newdata$x2 <- newdata$x^2 svycontrast_df(fit, newdata) ##$est
## [1] -26.561671 -13.832224  -4.978334   0.000000   1.102778  -1.670001  -8.318336
##
## \$se
## [1] 0.42107169 0.19615572 0.06153634 0.00000000 0.06976139 0.21706338 0.45437814