betaDelta

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Confidence Intervals for Standardized Regression Coefficients

Ivan Jacob Agaloos Pesigan

Last update: 3 November 2023

Copyright license: MIT license, File License

Software version identifier: 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.4

Description

Generates confidence intervals for standardized regression coefficients using delta method standard errors for models fitted by lm() as described in Yuan and Chan (2011) <doi:10.1007/s11336-011-9224-6> and Jones and Waller (2015) <doi:10.1007/s11336-013-9380-y>. A description of the package and code examples are presented in Pesigan, Sun, and Cheung (2023) <doi:10.1080/00273171.2023.2201277>.

Cites work

• The Normal-Theory and Asymptotic Distribution-Free (ADF) Covariance Matrix of Standardized Regression Coefficients: Theoretical Extensions and Finite Sample Behavior
• betaDelta and betaSandwich: Confidence Intervals for Standardized Regression Coefficients in R
• Biases and Standard Errors of Standardized Regression Coefficients

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