Residential College | false |
Status | 已發表Published |
betaDelta and betaSandwich: Confidence Intervals for Standardized Regression Coefficients in R | |
Pesigan,Ivan Jacob Agaloos1; Sun,Rong Wei2; Cheung,Shu Fai1 | |
2023 | |
Source Publication | Multivariate Behavioral Research |
ISSN | 0027-3171 |
Abstract | The multivariate delta method was used by Yuan and Chan to estimate standard errors and confidence intervals for standardized regression coefficients. Jones and Waller extended the earlier work to situations where data are nonnormal by utilizing Browne’s asymptotic distribution-free (ADF) theory. Furthermore, Dudgeon developed standard errors and confidence intervals, employing heteroskedasticity-consistent (HC) estimators, that are robust to nonnormality with better performance in smaller sample sizes compared to Jones and Waller’s ADF technique. Despite these advancements, empirical research has been slow to adopt these methodologies. This can be a result of the dearth of user-friendly software programs to put these techniques to use. We present the betaDelta and the betaSandwich packages in the R statistical software environment in this manuscript. Both the normal-theory approach and the ADF approach put forth by Yuan and Chan and Jones and Waller are implemented by the betaDelta package. The HC approach proposed by Dudgeon is implemented by the betaSandwich package. The use of the packages is demonstrated with an empirical example. We think the packages will enable applied researchers to accurately assess the sampling variability of standardized regression coefficients. |
Keyword | Confidence Intervals Delta Method Standard Errors Heteroskedasticity-consistent Standard Errors r Package Standardized Regression Coefficients |
DOI | 10.1080/00273171.2023.2201277 |
URL | View the original |
Indexed By | SCIE ; SSCI |
Language | 英語English |
WOS Research Area | Mathematics ; Mathematical Methods In Social Sciences ; Psychology |
WOS Subject | Mathematics, Interdisciplinary Applications ; Social Sciences, Mathematical Methods ; Psychology, Experimental ; Statistics & Probability |
WOS ID | WOS:000976704600001 |
Publisher | ROUTLEDGE JOURNALS |
Scopus ID | 2-s2.0-85153623669 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF PSYCHOLOGY |
Corresponding Author | Pesigan,Ivan Jacob Agaloos |
Affiliation | 1.Department of Psychology,University of Macau,Macao 2.School of Arts and Humanities,Tung Wah College,Hong Kong |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Pesigan,Ivan Jacob Agaloos,Sun,Rong Wei,Cheung,Shu Fai. betaDelta and betaSandwich: Confidence Intervals for Standardized Regression Coefficients in R[J]. Multivariate Behavioral Research, 2023. |
APA | Pesigan,Ivan Jacob Agaloos., Sun,Rong Wei., & Cheung,Shu Fai (2023). betaDelta and betaSandwich: Confidence Intervals for Standardized Regression Coefficients in R. Multivariate Behavioral Research. |
MLA | Pesigan,Ivan Jacob Agaloos,et al."betaDelta and betaSandwich: Confidence Intervals for Standardized Regression Coefficients in R".Multivariate Behavioral Research (2023). |
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