Estimate Differences of Standardized Slopes and the Corresponding Sampling Covariance Matrix

Estimate Differences of Standardized Slopes and the Corresponding Sampling Covariance Matrix

Usage

DiffBetaDelta(object, alpha = c(0.05, 0.01, 0.001))

Arguments

object

Object of class betadelta, that is, the output of the BetaDelta() function.

alpha

Numeric vector. Significance level \(\alpha\).

Value

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

call

Function call.

fit

The argument object.

args

Function arguments.

vcov

Sampling covariance matrix of differences of standardized slopes.

est

Vector of differences of standardized slopes.

See also

Other Beta Delta Functions: BetaDelta()

Author

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaDelta(object)
diff <- DiffBetaDelta(std)
# Methods -------------------------------------------------------
print(diff)
#> Call:
#> DiffBetaDelta(object = std)
#> 
#> Difference between standardized regression coefficients with MVN standard errors:
#>                   est     se      z      p   0.05%    0.5%    2.5%  97.5%
#> NARTIC-PCTGRT  0.1037 0.1357 0.7640 0.4449 -0.3428 -0.2458 -0.1623 0.3696
#> NARTIC-PCTSUPP 0.2319 0.1252 1.8524 0.0640 -0.1800 -0.0906 -0.0135 0.4773
#> PCTGRT-PCTSUPP 0.1282 0.1227 1.0451 0.2960 -0.2755 -0.1878 -0.1123 0.3688
#>                 99.5% 99.95%
#> NARTIC-PCTGRT  0.4531 0.5501
#> NARTIC-PCTSUPP 0.5544 0.6438
#> PCTGRT-PCTSUPP 0.4443 0.5320
summary(diff)
#> Call:
#> DiffBetaDelta(object = std)
#> 
#> Difference between standardized regression coefficients with MVN standard errors:
#>                   est     se      z      p   0.05%    0.5%    2.5%  97.5%
#> NARTIC-PCTGRT  0.1037 0.1357 0.7640 0.4449 -0.3428 -0.2458 -0.1623 0.3696
#> NARTIC-PCTSUPP 0.2319 0.1252 1.8524 0.0640 -0.1800 -0.0906 -0.0135 0.4773
#> PCTGRT-PCTSUPP 0.1282 0.1227 1.0451 0.2960 -0.2755 -0.1878 -0.1123 0.3688
#>                 99.5% 99.95%
#> NARTIC-PCTGRT  0.4531 0.5501
#> NARTIC-PCTSUPP 0.5544 0.6438
#> PCTGRT-PCTSUPP 0.4443 0.5320
coef(diff)
#>  NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP 
#>      0.1036564      0.2318974      0.1282410 
vcov(diff)
#>                NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP
#> NARTIC-PCTGRT    0.018408653    0.009511262   -0.008897391
#> NARTIC-PCTSUPP   0.009511262    0.015672035    0.006160773
#> PCTGRT-PCTSUPP  -0.008897391    0.006160773    0.015058164
confint(diff, level = 0.95)
#>                      2.5 %    97.5 %
#> NARTIC-PCTGRT  -0.16226855 0.3695814
#> NARTIC-PCTSUPP -0.01346652 0.4772614
#> PCTGRT-PCTSUPP -0.11226950 0.3687516