Ivan Jacob Agaloos Pesigan 2024-10-22
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).
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")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::nas1982object <- 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 0.4358The package can also be used to generate confidence intervals for R-squared, adjusted R-squared, and differences of standardized regression coefficients.
See GitHub Pages for package documentation.
To cite betaSandwich in publications, please cite Pesigan et al.
(2023).
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