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Confidence intervals for differences of standardized regression slopes are generated using the DiffBetaNB() function from the betaNB package. In this example, we use the data set and the model used in betaNB: Example Using the BetaNB Function.

df <- betaNB::nas1982

Regression

Fit the regression model using the lm() function.

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = df)

Nonparametric Bootstrap

nb <- NB(object)

Differences of Standardized Regression Slopes

Normal-Theory Approach

out <- DiffBetaNB(nb, alpha = 0.05)

Methods

summary

Summary of the results of DiffBetaNB().

Percentile Confidence Intervals

summary(out, type = "pc")
#>                   est     se    R    2.5%  97.5%
#> NARTIC-PCTGRT  0.1037 0.1327 5000 -0.1592 0.3678
#> NARTIC-PCTSUPP 0.2319 0.1236 5000  0.0005 0.4838
#> PCTGRT-PCTSUPP 0.1282 0.1293 5000 -0.1193 0.3929

Bias Corrected Confidence Intervals

summary(out, type = "bc")
#>                   est     se    R    2.5%  97.5%
#> NARTIC-PCTGRT  0.1037 0.1327 5000 -0.1616 0.3661
#> NARTIC-PCTSUPP 0.2319 0.1236 5000 -0.0081 0.4747
#> PCTGRT-PCTSUPP 0.1282 0.1293 5000 -0.1189 0.3949

Bias Corrected and Accelerated Confidence Intervals

summary(out, type = "bca")
#>                   est     se    R    2.5%  97.5%
#> NARTIC-PCTGRT  0.1037 0.1327 5000 -0.1623 0.3645
#> NARTIC-PCTSUPP 0.2319 0.1236 5000 -0.0113 0.4714
#> PCTGRT-PCTSUPP 0.1282 0.1293 5000 -0.1098 0.4069

coef

Return the vector of estimates.

coef(out)
#>  NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP 
#>      0.1036564      0.2318974      0.1282410

vcov

Return the sampling covariance matrix.

vcov(out)
#>                NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP
#> NARTIC-PCTGRT     0.01761123    0.008094890   -0.009516340
#> NARTIC-PCTSUPP    0.00809489    0.015284462    0.007189571
#> PCTGRT-PCTSUPP   -0.00951634    0.007189571    0.016705911

confint

Return confidence intervals.

Percentile Confidence Intervals

confint(out, level = 0.95, type = "pc")
#>                        2.5 %    97.5 %
#> NARTIC-PCTGRT  -0.1592281489 0.3678451
#> NARTIC-PCTSUPP  0.0005264108 0.4837941
#> PCTGRT-PCTSUPP -0.1193193838 0.3928567

Bias Corrected Confidence Intervals

confint(out, level = 0.95, type = "bc")
#>                      2.5 %    97.5 %
#> NARTIC-PCTGRT  -0.16162391 0.3661171
#> NARTIC-PCTSUPP -0.00805209 0.4747354
#> PCTGRT-PCTSUPP -0.11890965 0.3949405

Bias Corrected and Accelerated Confidence Intervals

confint(out, level = 0.95, type = "bca")
#>                      2.5 %    97.5 %
#> NARTIC-PCTGRT  -0.16233881 0.3644755
#> NARTIC-PCTSUPP -0.01127228 0.4714225
#> PCTGRT-PCTSUPP -0.10979509 0.4068959

References