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https://github.com/jeksterslab/betadelta
betaDelta: Confidence Intervals for Standardized Regression Coefficients
https://github.com/jeksterslab/betadelta
confidence-intervals delta-method-standard-errors r r-package standardized-regression-coefficients
Last synced: 15 days ago
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betaDelta: Confidence Intervals for Standardized Regression Coefficients
- Host: GitHub
- URL: https://github.com/jeksterslab/betadelta
- Owner: jeksterslab
- License: other
- Created: 2022-12-18T08:22:45.000Z (almost 2 years ago)
- Default Branch: main
- Last Pushed: 2024-04-11T17:22:18.000Z (7 months ago)
- Last Synced: 2024-04-11T22:01:26.376Z (7 months ago)
- Topics: confidence-intervals, delta-method-standard-errors, r, r-package, standardized-regression-coefficients
- Language: TeX
- Homepage: https://jeksterslab.github.io/betaDelta/
- Size: 17.9 MB
- Stars: 0
- Watchers: 3
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
- Citation: CITATION.cff
Awesome Lists containing this project
README
betaDelta
================
Ivan Jacob Agaloos Pesigan
2024-10-22
[](https://cran.r-project.org/package=betaDelta)
[](https://jeksterslab.r-universe.dev/betaDelta)
[](https://doi.org/10.1080/00273171.2023.2201277)
[](https://github.com/jeksterslab/betaDelta/actions/workflows/make.yml)
[](https://github.com/jeksterslab/betaDelta/actions/workflows/check-full.yml)
[](https://github.com/jeksterslab/betaDelta/actions/workflows/test-coverage.yml)
[](https://github.com/jeksterslab/betaDelta/actions/workflows/lint.yml)
[](https://github.com/jeksterslab/betaDelta/actions/workflows/pkgdown-gh-pages.yml)
[](https://github.com/jeksterslab/betaDelta/actions/workflows/latex.yml)
[](https://github.com/jeksterslab/betaDelta/actions/workflows/shellcheck.yml)
[](https://github.com/jeksterslab/betaDelta/actions/workflows/pages/pages-build-deployment)
[](https://codecov.io/gh/jeksterslab/betaDelta)
## Description
Generates confidence intervals for standardized regression coefficients
using delta method standard errors for models fitted by `lm()` as
described in Yuan and Chan (2011:
) and Jones and Waller (2015:
). The package can also be
used to generate confidence intervals for differences of standardized
regression coefficients and as a general approach to performing the
delta method. A description of the package and code examples are
presented in Pesigan, Sun, and Cheung (2023:
).
## Installation
You can install the CRAN release of `betaDelta` with:
``` r
install.packages("betaDelta")
```
You can install the development version of `betaDelta` from
[GitHub](https://github.com/jeksterslab/betaDelta) with:
``` r
if (!require("remotes")) install.packages("remotes")
remotes::install_github("jeksterslab/betaDelta")
```
## Example
In this example, a multiple regression model is fitted using program
quality ratings (`QUALITY`) as the regressand/outcome variable and
number of published articles attributed to the program faculty members
(`NARTIC`), percent of faculty members holding research grants
(`PCTGRT`), and percentage of program graduates who received support
(`PCTSUPP`) as regressor/predictor variables using a data set from 1982
ratings of 46 doctoral programs in psychology in the USA (National
Research Council, 1982). Confidence intervals for the standardized
regression coefficients are generated using the `BetaDelta()` function
from the `betaDelta` package following Yuan & Chan (2011) and Jones &
Waller (2015).
``` r
library(betaDelta)
```
``` r
df <- betaDelta::nas1982
```
### Fit the regression model using the `lm()` function.
``` r
object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = df)
```
### Estimate the standardized regression slopes and the corresponding sampling covariance matrix.
#### Multivariate Normal-Theory Approach
``` r
BetaDelta(object, type = "mvn", alpha = 0.05)
#> Call:
#> BetaDelta(object = object, type = "mvn", alpha = 0.05)
#>
#> Standardized regression slopes with MVN standard errors:
#> est se t df p 2.5% 97.5%
#> NARTIC 0.4951 0.0759 6.5272 42 0.000 0.3421 0.6482
#> PCTGRT 0.3915 0.0770 5.0824 42 0.000 0.2360 0.5469
#> PCTSUPP 0.2632 0.0747 3.5224 42 0.001 0.1124 0.4141
```
#### Asymptotic Distribution-Free Approach
``` r
BetaDelta(object, type = "adf", alpha = 0.05)
#> Call:
#> BetaDelta(object = object, type = "adf", alpha = 0.05)
#>
#> Standardized regression slopes with ADF standard errors:
#> est se t df p 2.5% 97.5%
#> NARTIC 0.4951 0.0674 7.3490 42 0.0000 0.3592 0.6311
#> PCTGRT 0.3915 0.0710 5.5164 42 0.0000 0.2483 0.5347
#> PCTSUPP 0.2632 0.0769 3.4231 42 0.0014 0.1081 0.4184
```
## Other Features
The package can also be used to generate confidence intervals for
differences of standardized regression coefficients using the
`DiffBetaDelta()` function. It can also be used as a general approach to
performing the delta method using the `Delta()` and `DeltaGeneric()`
functions.
## Citation
To cite `betaDelta` in publications, please use:
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*.
## Documentation
See [GitHub Pages](https://jeksterslab.github.io/betaDelta/index.html)
for package documentation.
## Citation
To cite `betaDelta` in publications, please cite Pesigan et al. (2023).
## 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.
National Research Council. (1982). *An assessment of research-doctorate
programs in the United States: Social and behavioral sciences*. National
Academies Press.
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*, *58*(6), 1183–1186.
Yuan, K.-H., & Chan, W. (2011). Biases and standard errors of
standardized regression coefficients. *Psychometrika*, *76*(4), 670–690.