qprodnormal: Quantile for the Distribution of Product of Two Normal...

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/qprodnormal.R

Description

Generates quantiles for the distribution of product of two normal random variables

Usage

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qprodnormal(p, mu.x, mu.y, se.x, se.y, rho=0, lower.tail=TRUE,
type="dop", n.mc=1e5)

Arguments

p

probability

mu.x

mean of x

mu.y

mean of y

se.x

standard error (deviation) of x

se.y

standard error (deviation) of y

rho

correlation between x and y, where -1 < rho < 1. The default value is 0.

lower.tail

logical; if TRUE (default), the probability is P[X*Y < q]; otherwise, P[X*Y > q]

type

method used to compute P[X*Y < q]. It takes on the values "dop" (default), "MC", or "all".

n.mc

when type="MC", n.mc determines the sample size of Monte Carlo method. The default sample size is 1E5.

Details

This function returns a quantile and the associated error (accuracy) corresponding the requested percentile (probability) p of the distribution of product of mediated effect (product of two normal random variables). To obtain a quantile using a specific method, the argument type should be specified. The default method is type="dop", which uses the method described by Meeker and Escobar (1994) to evaluate the CDF of the distribution of product of two normal variables. type="MC" uses the Monte Carlo approach (Tofighi & MacKinnon, 2011). type="all" prints quantiles using all three options. For the method type="dop", the error is the modulus of absolute error for the numerical integration (for more information see Meeker and Escobar, 1994). For type="MC", the error refers to the Monte Carlo error.

Value

An object of the type list that contains the following values:

q

quantile corresponding to probability p

error

estimate of the absolute error

Author(s)

Davood Tofighi [email protected] and David P. MacKinnon [email protected]

References

MacKinnon, D. P., Fritz, M. S., Williams, J., and Lockwood, C. M. (2007). Distribution of the product confidence limits for the indirect effect: Program PRODCLIN. Behavior Research Methods, 39, 384–389.

Meeker, W. and Escobar, L. (1994). An algorithm to compute the CDF of the product of two normal random variables. Communications in Statistics: Simulation and Computation, 23, 271–280.

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 pprodnormal RMediation-package

Examples

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##lower tail
qprodnormal(p=.1, mu.x=.5, mu.y=.3, se.x=1, se.y=1, rho=0, lower.tail =
TRUE, type="all")
##upper tail
qprodnormal(p=.1, mu.x=.5, mu.y=.3, se.x=1, se.y=1, rho=0, lower.tail =
FALSE, type="all")

RMediation documentation built on May 2, 2019, 9:41 a.m.