Package: betaSandwich 1.0.8

betaSandwich: Robust Confidence Intervals for Standardized Regression Coefficients

Generates robust confidence intervals for standardized regression coefficients using heteroskedasticity-consistent standard errors for models fitted by lm() as described in Dudgeon (2017) <doi: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) <doi:10.1080/00273171.2023.2201277>.

Authors:Ivan Jacob Agaloos Pesigan [aut, cre, cph]

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NEWS

# Install 'betaSandwich' in R:
install.packages('betaSandwich', repos = c('https://jeksterslab.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/jeksterslab/betasandwich/issues

Pkgdown site:https://jeksterslab.github.io

Datasets:
  • nas1982 - 1982 National Academy of Sciences Doctoral Programs Data

On CRAN:

confidence-intervalsheteroskedasticity-consistent-standard-errorsstandardized-regression-coefficients

4.18 score 16 scripts 291 downloads 5 exports 0 dependencies

Last updated 9 days agofrom:c5011555ed. Checks:7 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 13 2025
R-4.5-winOKJan 13 2025
R-4.5-linuxOKJan 13 2025
R-4.4-winOKJan 13 2025
R-4.4-macOKJan 13 2025
R-4.3-winOKJan 13 2025
R-4.3-macOKJan 13 2025

Exports:BetaADFBetaHCBetaNDiffBetaSandwichRSqBetaSandwich

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Estimate Standardized Regression Coefficients and the Corresponding Sampling Covariance Matrix Using the Asymptotic Distribution-Free ApproachBetaADF
Estimate Standardized Regression Coefficients and the Corresponding Robust Sampling Covariance Matrix Using the Heteroskedasticity Consistent ApproachBetaHC
Estimate Standardized Regression Coefficients and the Corresponding Sampling Covariance Matrix Assuming Multivariate NormalityBetaN
Standardized Regression Slopescoef.betasandwich
Differences of Standardized Regression Slopescoef.diffbetasandwich
Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared)coef.rsqbetasandwich
Confidence Intervals for Standardized Regression Slopesconfint.betasandwich
Confidence Intervals for Differences of Standardized Regression Slopesconfint.diffbetasandwich
Confidence Intervals for Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared)confint.rsqbetasandwich
Estimate Differences of Standardized Slopes and the Corresponding Sampling Covariance MatrixDiffBetaSandwich
1982 National Academy of Sciences Doctoral Programs Datanas1982
Print Method for an Object of Class 'betasandwich'print.betasandwich
Print Method for an Object of Class 'diffbetasandwich'print.diffbetasandwich
Print Method for an Object of Class 'rsqbetasandwich'print.rsqbetasandwich
Estimate Multiple Correlation Coefficients (R-squared and adjusted R-squared) and the Corresponding Sampling Covariance MatrixRSqBetaSandwich
Summary Method for an Object of Class 'betasandwich'summary.betasandwich
Summary Method for an Object of Class 'diffbetasandwich'summary.diffbetasandwich
Summary Method for an Object of Class 'rsqbetasandwich'summary.rsqbetasandwich
Sampling Covariance Matrix of the Standardized Regression Slopesvcov.betasandwich
Sampling Covariance Matrix of Differences of Standardized Regression Slopesvcov.diffbetasandwich
Sampling Covariance Matrix of Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared)vcov.rsqbetasandwich