betaDelta

betaDelta: Confidence Intervals for Standardized Regression Coefficients

https://github.com/jeksterslab/betadelta

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Keywords

confidence-intervals delta-method-standard-errors r r-package standardized-regression-coefficients
Last synced: 6 months ago · JSON representation ·

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betaDelta: Confidence Intervals for Standardized Regression Coefficients

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confidence-intervals delta-method-standard-errors r r-package standardized-regression-coefficients
Created about 3 years ago · Last pushed 7 months ago
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README.md

betaDelta

Ivan Jacob Agaloos Pesigan 2025-07-22

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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

Jones, J. A., & Waller, N. G. (2015). The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: Theoretical extensions and finite sample behavior. *Psychometrika*, *80*(2), 365–378.
National Research Council. (1982). *An assessment of research-doctorate programs in the United States: Social and behavioral sciences*. National Academies Press.
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.
Yuan, K.-H., & Chan, W. (2011). Biases and standard errors of standardized regression coefficients. *Psychometrika*, *76*(4), 670–690.

Owner

  • Name: Ivan Jacob Agaloos Pesigan
  • Login: jeksterslab
  • Kind: user
  • Company: University of Macau

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

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Last synced: 6 months ago

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