betaDelta
betaDelta: Confidence Intervals for Standardized Regression Coefficients
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betaDelta: Confidence Intervals for Standardized Regression Coefficients
Basic Info
- Host: GitHub
- Owner: jeksterslab
- License: other
- Language: TeX
- Default Branch: main
- Homepage: https://jeksterslab.github.io/betaDelta/
- Size: 25.7 MB
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Metadata Files
README.md
betaDelta
Ivan Jacob Agaloos Pesigan 2025-07-22
Description
Generates confidence intervals for standardized regression coefficients
using delta method standard errors for models fitted by lm() as
described in Yuan and Chan (2011:
http://doi.org/10.1007/s11336-011-9224-6) and Jones and Waller (2015:
http://doi.org/10.1007/s11336-013-9380-y). The package can also be
used to generate confidence intervals for differences of standardized
regression coefficients and as a general approach to performing the
delta method. 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 betaDelta with:
r
install.packages("betaDelta")
You can install the development version of betaDelta from
GitHub with:
r
if (!require("remotes")) install.packages("remotes")
remotes::install_github("jeksterslab/betaDelta")
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). Confidence intervals for the standardized
regression coefficients are generated using the BetaDelta() function
from the betaDelta package following Yuan & Chan (2011) and Jones &
Waller (2015).
r
library(betaDelta)
r
df <- betaDelta::nas1982
Fit the regression model using the lm() function.
r
object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = df)
Estimate the standardized regression slopes and the corresponding sampling covariance matrix.
Multivariate Normal-Theory Approach
``` r BetaDelta(object, type = "mvn", alpha = 0.05)
> Call:
> BetaDelta(object = object, type = "mvn", alpha = 0.05)
>
> Standardized regression slopes with MVN standard errors:
> est se t df p 2.5% 97.5%
> NARTIC 0.4951 0.0759 6.5272 42 0.000 0.3421 0.6482
> PCTGRT 0.3915 0.0770 5.0824 42 0.000 0.2360 0.5469
> PCTSUPP 0.2632 0.0747 3.5224 42 0.001 0.1124 0.4141
```
Asymptotic Distribution-Free Approach
``` r BetaDelta(object, type = "adf", alpha = 0.05)
> Call:
> BetaDelta(object = object, type = "adf", alpha = 0.05)
>
> Standardized regression slopes with ADF standard errors:
> est se t df p 2.5% 97.5%
> NARTIC 0.4951 0.0674 7.3490 42 0.0000 0.3592 0.6311
> PCTGRT 0.3915 0.0710 5.5164 42 0.0000 0.2483 0.5347
> PCTSUPP 0.2632 0.0769 3.4231 42 0.0014 0.1081 0.4184
```
Other Features
The package can also be used to generate confidence intervals for
differences of standardized regression coefficients using the
DiffBetaDelta() function. It can also be used as a general approach to
performing the delta method using the Delta() and DeltaGeneric()
functions.
Citation
To cite betaDelta in publications, please use:
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. https://doi.org/10.1080/00273171.2023.2201277
Documentation
See GitHub Pages for package documentation.
Citation
To cite betaDelta in publications, please cite Pesigan et al. (2023).
References
Owner
- Name: Ivan Jacob Agaloos Pesigan
- Login: jeksterslab
- Kind: user
- Company: University of Macau
- Repositories: 25
- Profile: https://github.com/jeksterslab
Citation (CITATION.cff)
# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
cff-version: 1.2.0
message: 'To cite package "betaDelta" in publications use:'
type: software
license: MIT
title: 'betaDelta: Confidence Intervals for Standardized Regression Coefficients'
version: 1.0.6
doi: 10.1080/00273171.2023.2201277
identifiers:
- type: doi
value: 10.32614/CRAN.package.betaDelta
abstract: Generates confidence intervals for standardized regression coefficients
using delta method standard errors for models fitted by lm() as described in Yuan
and Chan (2011) <https://doi.org/10.1007/s11336-011-9224-6> and Jones and Waller
(2015) <https://doi.org/10.1007/s11336-013-9380-y>. The package can also be used
to generate confidence intervals for differences of standardized regression coefficients
and as a general approach to performing the delta method. A description of the package
and code examples are presented in Pesigan, Sun, and Cheung (2023) <https://doi.org/10.1080/00273171.2023.2201277>.
authors:
- family-names: Pesigan
given-names: Ivan Jacob Agaloos
email: r.jeksterslab@gmail.com
orcid: https://orcid.org/0000-0003-4818-8420
preferred-citation:
type: article
title: 'betaDelta and betaSandwich: Confidence intervals for standardized regression
coefficients in R'
authors:
- family-names: Pesigan
given-names: Ivan Jacob Agaloos
email: r.jeksterslab@gmail.com
orcid: https://orcid.org/0000-0003-4818-8420
- family-names: Sun
given-names: Rongwei
email: irissun_s@hotmail.com
orcid: https://orcid.org/0000-0003-0034-1422
- family-names: Cheung
given-names: Shu Fai
email: shufai.cheung@gmail.com
orcid: https://orcid.org/0000-0002-9871-9448
year: '2023'
doi: 10.1080/00273171.2023.2201277
journal: Multivariate Behavioral Research
repository: https://CRAN.R-project.org/package=betaDelta
repository-code: https://github.com/jeksterslab/betaDelta
url: https://jeksterslab.github.io/betaDelta/
contact:
- family-names: Pesigan
given-names: Ivan Jacob Agaloos
email: r.jeksterslab@gmail.com
orcid: https://orcid.org/0000-0003-4818-8420
keywords:
- confidence-intervals
- delta-method-standard-errors
- r
- r-package
- standardized-regression-coefficients
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cran.r-project.org: betaDelta
Confidence Intervals for Standardized Regression Coefficients
- Homepage: https://github.com/jeksterslab/betaDelta
- Documentation: http://cran.r-project.org/web/packages/betaDelta/betaDelta.pdf
- License: MIT + file LICENSE
-
Latest release: 1.0.5
published almost 2 years ago
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