betaSandwich

MaRDI QIDQ84714CRANFDO

Authors Ivan Jacob Agaloos Pesigan

Last update 14 October 2023

Copyright license MIT license, File License

Software version identifier 1.0.3, 1.0.4, 1.0.1, 1.0.2, 1.0.5, 1.0.6

Description

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>. A description of the package and code examples are presented in Pesigan, Sun, and Cheung (2023) <doi:10.1080/00273171.2023.2201277>.

Cites work

• Some Improvements in Confidence Intervals for Standardized Regression Coefficients
• betaDelta and betaSandwich: Confidence Intervals for Standardized Regression Coefficients in R

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