Robust Confidence Intervals for Standardized Regression Coefficients • betaSandwich

Ivan Jacob Agaloos Pesigan 2024-10-22

Description

Generates robust confidence intervals for standardized regression coefficients using heteroskedasticity-consistent standard errors for models fitted by lm() as described in Dudgeon (2017: http://doi.org/10.1007/s11336-017-9563-z). 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: https://doi.org/10.1080/00273171.2023.2201277).

Installation

You can install the CRAN release of betaSandwich with:

install.packages("betaSandwich")

You can install the development version of betaSandwich from GitHub with:

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).

library(betaSandwich)

df <- betaSandwich::nas1982

Fit the regression model using the `lm()` function.

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

Estimate the standardized regression slopes and the corresponding robust sampling covariance matrix.

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 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. https://doi.org/10.1007/s11336-017-9563-z

National Research Council. (1982). An assessment of research-doctorate programs in the United States: Social and behavioral sciences. National Academies Press. https://doi.org/10.17226/9781

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. https://doi.org/10.1080/00273171.2023.2201277

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