betaDelta and betaSandwich: Confidence Intervals for Standardized Regression Coefficients in R.

IF 5.3 3区 心理学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Multivariate Behavioral Research Pub Date : 2023-11-01 Epub Date: 2023-04-25 DOI:10.1080/00273171.2023.2201277
Ivan Jacob Agaloos Pesigan, Rong Wei Sun, Shu Fai Cheung
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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.

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betaDelta 和 betaSandwich:R 中标准化回归系数的置信区间。
Yuan 和 Chan 使用多元三角法估算标准化回归系数的标准误差和置信区间。Jones 和 Waller 利用 Browne 的无渐近分布 (ADF) 理论,将先前的工作扩展到了数据非正态分布的情况。此外,Dudgeon 利用异方差一致(HC)估计器开发了标准误差和置信区间,与 Jones 和 Waller 的 ADF 技术相比,这些估计器对非正态性具有稳健性,在样本量较小的情况下性能更好。尽管取得了这些进步,但实证研究在采用这些方法方面进展缓慢。这可能是由于缺乏用户友好的软件程序来使用这些技术。我们在本手稿中介绍了 R 统计软件环境中的 betaDelta 和 betaSandwich 软件包。Yuan和Chan以及Jones和Waller提出的正态理论方法和ADF方法都由betaDelta软件包实现。Dudgeon 提出的 HC 方法由 betaSandwich 软件包实现。我们通过一个实证例子演示了软件包的使用。我们认为这些软件包可以帮助应用研究人员准确评估标准化回归系数的抽样变异性。
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来源期刊
Multivariate Behavioral Research
Multivariate Behavioral Research 数学-数学跨学科应用
CiteScore
7.60
自引率
2.60%
发文量
49
审稿时长
>12 weeks
期刊介绍: Multivariate Behavioral Research (MBR) publishes a variety of substantive, methodological, and theoretical articles in all areas of the social and behavioral sciences. Most MBR articles fall into one of two categories. Substantive articles report on applications of sophisticated multivariate research methods to study topics of substantive interest in personality, health, intelligence, industrial/organizational, and other behavioral science areas. Methodological articles present and/or evaluate new developments in multivariate methods, or address methodological issues in current research. We also encourage submission of integrative articles related to pedagogy involving multivariate research methods, and to historical treatments of interest and relevance to multivariate research methods.
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