Estimate Differences of Standardized Slopes and Generate the Corresponding Sampling Distribution Using Nonparametric Bootstrapping

Usage

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

Arguments

object: Object of class nb, that is, the output of the NB() function.
alpha: Numeric vector. Significance level \(\alpha\).

Value

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

call: Function call.
args: Function arguments.
thetahatstar: Sampling distribution of differences of standardized regression slopes.
vcov: Sampling variance-covariance matrix of differences of standardized regression slopes.
est: Vector of estimated differences of standardized regression slopes.
fun: Function used ("DiffBetaNB").

Details

The vector of differences of standardized regression slopes is estimated from bootstrap samples. Confidence intervals are generated by obtaining percentiles corresponding to \(100(1 - \alpha)\%\) from the generated sampling distribution of differences of standardized regression slopes, where \(\alpha\) is the significance level.

Author

Ivan Jacob Agaloos Pesigan

Examples

# Data ---------------------------------------------------------------------
data("nas1982", package = "betaNB")

# Fit Model in lm ----------------------------------------------------------
object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)

# NB -----------------------------------------------------------------------
nb <- NB(
  object,
  R = 100, # use a large value e.g., 5000L for actual research
  seed = 0508
)

# DiffBetaNB ---------------------------------------------------------------
out <- DiffBetaNB(nb, alpha = 0.05)

## Methods -----------------------------------------------------------------
print(out)
#> Call:
#> DiffBetaNB(object = nb, alpha = 0.05)
#> 
#> Differences of standardized regression slopes
#> type = "pc"
#>                   est     se   R    2.5%  97.5%
#> NARTIC-PCTGRT  0.1037 0.1283 100 -0.1579 0.3251
#> NARTIC-PCTSUPP 0.2319 0.1271 100  0.0284 0.4791
#> PCTGRT-PCTSUPP 0.1282 0.1326 100 -0.1146 0.3731
summary(out)
#> Call:
#> DiffBetaNB(object = nb, alpha = 0.05)
#> 
#> Differences of standardized regression slopes
#> type = "pc"
#>                   est     se   R    2.5%  97.5%
#> NARTIC-PCTGRT  0.1037 0.1283 100 -0.1579 0.3251
#> NARTIC-PCTSUPP 0.2319 0.1271 100  0.0284 0.4791
#> PCTGRT-PCTSUPP 0.1282 0.1326 100 -0.1146 0.3731
coef(out)
#>  NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP 
#>      0.1036564      0.2318974      0.1282410 
vcov(out)
#>                NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP
#> NARTIC-PCTGRT    0.016459509    0.007515380   -0.008944129
#> NARTIC-PCTSUPP   0.007515380    0.016165350    0.008649969
#> PCTGRT-PCTSUPP  -0.008944129    0.008649969    0.017594099
confint(out, level = 0.95)
#>                      2.5 %    97.5 %
#> NARTIC-PCTGRT  -0.15787042 0.3250606
#> NARTIC-PCTSUPP  0.02839849 0.4790846
#> PCTGRT-PCTSUPP -0.11463617 0.3730821