pMC: Probability (percentile) for the Monte Carlo Sampling...

In RMediation: Mediation Analysis Confidence Intervals

Probability (percentile) for the Monte Carlo Sampling Distribution of a nonlinear function of coefficients estimates

Description

This function returns a probability corresponding to the quantile q.

Usage

pMC(q, mu, Sigma, quant, lower.tail = TRUE, n.mc = 1e+06, ...)

Arguments

q	quantile
mu	a vector of means (e.g., coefficient estimates) for the normal random variables. A user can assign a name to each mean value, e.g., mu=c(b1=.1,b2=3); otherwise, the coefficient names are assigned automatically as follows: b1,b2,....
Sigma	either a covariance matrix or a vector that stacks all the columns of the lower triangle variance–covariance matrix one underneath the other.
quant	quantity of interest, which is a nonlinear/linear function of the model parameters. Argument quant is a formula that must start with the symbol "tilde" (~): e.g., ~b1*b2*b3*b4. The names of coefficients must conform to the names provided in the argument mu or to the default names, i.e., b1,b2,....
lower.tail	logical; if TRUE (default), the probability is P[quant < q]; otherwise, P[quant > q]
n.mc	Monte Carlo sample size. The default sample size is 1e+6.
...	additional arguments.

Value

scalar probability value.

Author(s)

Davood Tofighi [e-mail]

References

Tofighi, D. and MacKinnon, D. P. (2011). RMediation: An R package for mediation analysis confidence intervals. Behavior Research Methods, 43, 692–700. doi:10.3758/s13428-011-0076-x

See Also

medci RMediation-package

Examples

pMC(.2,mu=c(b1=1,b2=.7,b3=.6, b4= .45), Sigma=c(.05,0,0,0,.05,0,0,.03,0,.03),
quant=~b1*b2*b3*b4)

RMediation documentation built on May 31, 2023, 8:40 p.m.