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betasandwich

betaSandwich: Robust Confidence Intervals for Standardized Regression Coefficients

https://github.com/jeksterslab/betasandwich

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Keywords

confidence-intervals heteroskedasticity-consistent-standard-errors r r-package standardized-regression-coefficients
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betaSandwich: Robust Confidence Intervals for Standardized Regression Coefficients

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confidence-intervals heteroskedasticity-consistent-standard-errors r r-package standardized-regression-coefficients
Created over 3 years ago · Last pushed 7 months ago
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Readme Changelog License Citation

README.md

betaSandwich

Ivan Jacob Agaloos Pesigan 2025-07-22

CRAN Status R-Universe Status DOI Make Project R-CMD-check R Package Test Coverage Lint R Package Package Website (GitHub Pages) Compile LaTeX Shell Check pages-build-deployment codecov <!-- badges: end -->

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:

r install.packages("betaSandwich")

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

r 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).

r library(betaSandwich)

r df <- betaSandwich::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 robust sampling covariance matrix.

``` r 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.
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.

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 "betaSandwich" in publications use:'
type: software
license: MIT
title: 'betaSandwich: Robust Confidence Intervals for Standardized Regression Coefficients'
version: 1.0.8
doi: 10.1080/00273171.2023.2201277
identifiers:
- type: doi
  value: 10.32614/CRAN.package.betaSandwich
abstract: Generates robust confidence intervals for standardized regression coefficients
  using heteroskedasticity-consistent standard errors for models fitted by lm() as
  described in Dudgeon (2017) <https://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>.
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=betaSandwich
repository-code: https://github.com/jeksterslab/betaSandwich
url: https://jeksterslab.github.io/betaSandwich/
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
- heteroskedasticity-consistent-standard-errors
- r
- r-package
- standardized-regression-coefficients

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