BetaDelta: Estimate Standardized Regression Coefficients and the...

In betaDelta: Confidence Intervals for Standardized Regression Coefficients

Estimate Standardized Regression Coefficients and the Corresponding Sampling Covariance Matrix

Description

Estimate Standardized Regression Coefficients and the Corresponding Sampling Covariance Matrix

Usage

BetaDelta(object, type = "mvn", alpha = c(0.05, 0.01, 0.001))

Arguments

object	Object of class lm.
type	Character string. If type = "mvn", use the multivariate normal-theory approach. If type = "adf", use the asymptotic distribution-free approach.
alpha	Numeric vector. Significance level \alpha.

Value

Returns an object of class betadelta which is a list with the following elements:

call

Function call.

args

Function arguments.

lm_process

Processed lm object.

gamma

Asymptotic covariance matrix of the sample covariance matrix.

acov

Asymptotic covariance matrix of the standardized slopes.

vcov

Sampling covariance matrix of the standardized slopes.

est

Vector of standardized slopes.

Author(s)

Ivan Jacob Agaloos Pesigan

References

Jones, J. A., & Waller, N. G. (2015). The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: Theoretical extensions and finite sample behavior. Psychometrika, 80(2), 365–378. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s11336-013-9380-y")}

Pesigan, I. J. A., Sun, R. W., & Cheung, S. F. (2023). betaDelta and betaSandwich: Confidence intervals for standardized regression coefficients in R. Multivariate Behavioral Research. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/00273171.2023.2201277")}

Yuan, K.-H., & Chan, W. (2011). Biases and standard errors of standardized regression coefficients. Psychometrika, 76(4), 670–690. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s11336-011-9224-6")}

See Also

Other Beta Delta Functions: DiffBetaDelta()

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaDelta(object)
# Methods -------------------------------------------------------
print(std)
summary(std)
coef(std)
vcov(std)
confint(std, level = 0.95)

betaDelta documentation built on May 29, 2024, 1:58 a.m.