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https://github.com/jeksterslab/betasandwich
betaSandwich: Robust Confidence Intervals for Standardized Regression Coefficients
https://github.com/jeksterslab/betasandwich
confidence-intervals heteroskedasticity-consistent-standard-errors r r-package standardized-regression-coefficients
Last synced: 15 days ago
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betaSandwich: Robust Confidence Intervals for Standardized Regression Coefficients
- Host: GitHub
- URL: https://github.com/jeksterslab/betasandwich
- Owner: jeksterslab
- License: other
- Created: 2022-09-06T13:34:48.000Z (about 2 years ago)
- Default Branch: main
- Last Pushed: 2024-04-11T17:54:12.000Z (7 months ago)
- Last Synced: 2024-04-11T22:18:41.275Z (7 months ago)
- Topics: confidence-intervals, heteroskedasticity-consistent-standard-errors, r, r-package, standardized-regression-coefficients
- Language: TeX
- Homepage: https://jeksterslab.github.io/betaSandwich/
- Size: 23.7 MB
- Stars: 0
- Watchers: 4
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
- Citation: CITATION.cff
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README
betaSandwich
================
Ivan Jacob Agaloos Pesigan
2024-10-22
[](https://cran.r-project.org/package=betaSandwich)
[](https://jeksterslab.r-universe.dev/betaSandwich)
[](https://doi.org/10.1080/00273171.2023.2201277)
[](https://github.com/jeksterslab/betaSandwich/actions/workflows/make.yml)
[](https://github.com/jeksterslab/betaSandwich/actions/workflows/check-full.yml)
[](https://github.com/jeksterslab/betaSandwich/actions/workflows/test-coverage.yml)
[](https://github.com/jeksterslab/betaSandwich/actions/workflows/lint.yml)
[](https://github.com/jeksterslab/betaSandwich/actions/workflows/pkgdown-gh-pages.yml)
[](https://github.com/jeksterslab/betaSandwich/actions/workflows/latex.yml)
[](https://github.com/jeksterslab/betaSandwich/actions/workflows/shellcheck.yml)
[](https://github.com/jeksterslab/betaSandwich/actions/workflows/pages/pages-build-deployment)
[](https://codecov.io/gh/jeksterslab/betaSandwich)
## Description
Generates robust confidence intervals for standardized regression
coefficients using heteroskedasticity-consistent standard errors for
models fitted by `lm()` as described in Dudgeon (2017:
). The package can also be
used to generate confidence intervals for R-squared, adjusted R-squared,
and differences of standardized regression coefficients. A description
of the package and code examples are presented in Pesigan, Sun, and
Cheung (2023: ).
## Installation
You can install the CRAN release of `betaSandwich` with:
``` r
install.packages("betaSandwich")
```
You can install the development version of `betaSandwich` from
[GitHub](https://github.com/jeksterslab/betaSandwich) with:
``` r
if (!require("remotes")) install.packages("remotes")
remotes::install_github("jeksterslab/betaSandwich")
```
## 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). Robust confidence intervals for the
standardized regression coefficients are generated using the `BetaHC()`
function from the `betaSandwich` package following Dudgeon (2017).
``` r
library(betaSandwich)
```
``` r
df <- betaSandwich::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 robust sampling covariance matrix.
``` r
BetaHC(object, type = "hc3", alpha = 0.05)
#> Call:
#> BetaHC(object = object, type = "hc3", alpha = 0.05)
#>
#> Standardized regression slopes with HC3 standard errors:
#> est se t df p 2.5% 97.5%
#> NARTIC 0.4951 0.0786 6.3025 42 0.0000 0.3366 0.6537
#> PCTGRT 0.3915 0.0818 4.7831 42 0.0000 0.2263 0.5567
#> PCTSUPP 0.2632 0.0855 3.0786 42 0.0037 0.0907 0.4358
```
## Other Features
The package can also be used to generate confidence intervals for
R-squared, adjusted R-squared, and differences of standardized
regression coefficients.
## Documentation
See [GitHub
Pages](https://jeksterslab.github.io/betaSandwich/index.html) for
package documentation.
## Citation
To cite `betaSandwich` in publications, please cite Pesigan et al.
(2023).
## References
Dudgeon, P. (2017). Some improvements in confidence intervals for
standardized regression coefficients. *Psychometrika*, *82*(4), 928–951.
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.