Estimate Differences of Standardized Slopes and the Corresponding Sampling Covariance Matrix

Estimate Differences of Standardized Slopes and the Corresponding Sampling Covariance Matrix

Usage

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

Arguments

object

Object of class betasandwich, that is, the output of the BetaHC(), BetaN(), or BetaADF() functions.

alpha

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

Value

Returns an object of class diffbetasandwich

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 Sandwich Functions: BetaADF(), BetaHC(), BetaN(), RSqBetaSandwich()

Author

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
diff <- DiffBetaSandwich(std)
# Methods -------------------------------------------------------
print(diff)
#> Call:
#> DiffBetaSandwich(object = std)
#> 
#> Difference between standardized regression coefficients with HC3 standard errors:
#>                   est     se      z      p   0.05%    0.5%    2.5%  97.5%
#> NARTIC-PCTGRT  0.1037 0.1417 0.7316 0.4644 -0.3626 -0.2613 -0.1741 0.3814
#> NARTIC-PCTSUPP 0.2319 0.1318 1.7595 0.0785 -0.2018 -0.1076 -0.0264 0.4902
#> PCTGRT-PCTSUPP 0.1282 0.1375 0.9329 0.3509 -0.3241 -0.2259 -0.1412 0.3977
#>                 99.5% 99.95%
#> NARTIC-PCTGRT  0.4686 0.5699
#> NARTIC-PCTSUPP 0.5714 0.6656
#> PCTGRT-PCTSUPP 0.4823 0.5806
summary(diff)
#> Call:
#> DiffBetaSandwich(object = std)
#> 
#> Difference between standardized regression coefficients with HC3 standard errors:
#>                   est     se      z      p   0.05%    0.5%    2.5%  97.5%
#> NARTIC-PCTGRT  0.1037 0.1417 0.7316 0.4644 -0.3626 -0.2613 -0.1741 0.3814
#> NARTIC-PCTSUPP 0.2319 0.1318 1.7595 0.0785 -0.2018 -0.1076 -0.0264 0.4902
#> PCTGRT-PCTSUPP 0.1282 0.1375 0.9329 0.3509 -0.3241 -0.2259 -0.1412 0.3977
#>                 99.5% 99.95%
#> NARTIC-PCTGRT  0.4686 0.5699
#> NARTIC-PCTSUPP 0.5714 0.6656
#> PCTGRT-PCTSUPP 0.4823 0.5806
coef(diff)
#>  NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP 
#>      0.1036564      0.2318974      0.1282410 
vcov(diff)
#>                NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP
#> NARTIC-PCTGRT    0.020076382    0.009274583   -0.010801799
#> NARTIC-PCTSUPP   0.009274583    0.017370731    0.008096148
#> PCTGRT-PCTSUPP  -0.010801799    0.008096148    0.018897947
confint(diff, level = 0.95)
#>                      2.5 %    97.5 %
#> NARTIC-PCTGRT  -0.17405314 0.3813660
#> NARTIC-PCTSUPP -0.02642203 0.4902169
#> PCTGRT-PCTSUPP -0.14119483 0.3976769