seBeta: Standard Errors and CIs for Standardized Regression...

In fungible: Psychometric Functions from the Waller Lab

Standard Errors and CIs for Standardized Regression Coefficients

Description

Computes Normal Theory and ADF Standard Errors and CIs for Standardized Regression Coefficients

Usage

seBeta(
  X = NULL,
  y = NULL,
  cov.x = NULL,
  cov.xy = NULL,
  var.y = NULL,
  Nobs = NULL,
  alpha = 0.05,
  estimator = "ADF",
  digits = 3
)

Arguments

X	Matrix of predictor scores.
y	Vector of criterion scores.
cov.x	Covariance or correlation matrix of predictors.
cov.xy	Vector of covariances or correlations between predictors and criterion.
var.y	Criterion variance.
Nobs	Number of observations.
alpha	Desired Type I error rate; default = .05.
estimator	'ADF' or 'Normal' confidence intervals - requires raw X and raw y; default = 'ADF'.
digits	Number of significant digits to print; default = 3.

Value

cov.Beta	Normal theory or ADF covariance matrix of standardized regression coefficients.
se.Beta	standard errors for standardized regression coefficients.
alpha	desired Type-I error rate.
CI.Beta	Normal theory or ADF (1-alpha)% confidence intervals for standardized regression coefficients.
estimator	estimator = "ADF" or "Normal".

Author(s)

Jeff Jones and Niels Waller

References

Jones, J. A, and 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, 365-378.

Examples

library(MASS)

set.seed(123)

R <- matrix(.5, 3, 3)
diag(R) <- 1
X <- mvrnorm(n = 200, mu = rep(0, 3), Sigma = R, empirical = TRUE)
Beta <- c(.2, .3, .4)
y <- X%*% Beta + .64 * scale(rnorm(200))
seBeta(X, y, Nobs = 200, alpha = .05, estimator = 'ADF')

# 95% CIs for Standardized Regression Coefficients:
#
#        lbound estimate ubound
# beta_1  0.104    0.223  0.341
# beta_2  0.245    0.359  0.473
# beta_3  0.245    0.360  0.476

fungible documentation built on May 29, 2024, 8:28 a.m.