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Files changed: A .Rbuildignore A .github/linters/.lintr A .setup/build/betaDelta.pdf A .setup/build/betaDelta_1.0.4.tar.gz A .setup/latex/bib/quarto.bib A .setup/lint/.lintr A CITATION.cff M DESCRIPTION A LICENSE A LICENSE.md A NAMESPACE A R/betaSandwich-jacobian-diff-beta-star-wrt-beta-star-dot.R A R/dataSets-nas1982.R A R/deltaMethod-acov-delta.R A R/deltaMethod-delta-ci-dot.R A R/deltaMethod-delta-generic.R A R/deltaMethod-delta.R A R/deltaMethod-methods.R A R/gammaADF-gamma-adf-consistent-dot.R A R/gammaADF-gamma-adf-unbiased-dot.R A R/gammaN-gamma-mvn-dot.R A R/linearAlgebra-d-mat-dot.R A R/linearAlgebra-d-of-mat-dot.R A R/linearAlgebra-diag-of-vech-dot.R A R/linearAlgebra-pinv-of-d-mat-dot.R A R/linearAlgebra-vec-dot.R A R/linearAlgebra-vech-dot.R A R/linearAlgebra-vech-names-dot.R A R/processLM-dif-dot.R A R/processLM-process-lm-dot.R A R/rhoMatrix-rho-of-sigma-dot.R A R/strRegression-beta-star-of-rho-dot.R A R/strRegression-jacobian-beta-star-wrt-vech-sigma-dot.R A R/strRegression-moments-index-dot.R A R/strRegression-p-cor-sq-dot.R A R/strRegression-r-sq-bar-dot.R A R/strRegression-r-sq-of-sigma-dot.R A R/strRegression-s-p-cor-dot.R A R/wald-ci-wald-dot.R A R/wald-probs-of-alpha-dot.R A README.md M data/nas1982.rda A man/BetaDelta.Rd A man/Delta.Rd A man/DeltaGeneric.Rd A man/DiffBetaDelta.Rd A man/betaDelta-package.Rd A man/coef.betadelta.Rd A man/coef.deltamethod.Rd A man/coef.diffbetadelta.Rd A man/confint.betadelta.Rd A man/confint.deltamethod.Rd A man/confint.diffbetadelta.Rd A man/nas1982.Rd A man/print.betadelta.Rd A man/print.deltamethod.Rd A man/print.diffbetadelta.Rd A man/summary.betadelta.Rd A man/summary.deltamethod.Rd A man/summary.diffbetadelta.Rd A man/vcov.betadelta.Rd A man/vcov.deltamethod.Rd A man/vcov.diffbetadelta.Rd M project.Rproj A vignettes/example-beta-delta.Rmd A vignettes/example-delta-generic.Rmd A vignettes/example-delta.Rmd A vignettes/example-diff-beta-delta.Rmd A vignettes/vignettes.bib
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.*\.Rcheck$ | ||
.*\.Rproj$ | ||
^CITATION\.cff$ | ||
^LICENSE\.md$ | ||
^Makefile$ | ||
^README\.Rmd$ | ||
^README\.md$ | ||
^\.Rproj\.user$ | ||
^\.devcontainer$ | ||
^\.git.*$ | ||
^\.library$ | ||
^\.setup$ | ||
^\.sim$ | ||
^detritus$ | ||
^index\.qmd$ | ||
^pkgdown$ | ||
^quarto$ | ||
^scripts$ | ||
^vignettes$ |
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linters: lintr::linters_with_defaults(lintr::object_name_linter(styles = c("CamelCase", "snake_case", "symbols"))) | ||
exclusions: list("R/RcppExports.R") | ||
exclude: "# Exclude Linting" | ||
exclude_start: "# Begin Exclude Linting" | ||
exclude_end: "# End Exclude Linting" | ||
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@Article{Wright-1918, | ||
author = {Sewall Wright}, | ||
date = {1918-07}, | ||
journaltitle = {Genetics}, | ||
title = {On the nature of size factors}, | ||
doi = {10.1093/genetics/3.4.367}, | ||
number = {4}, | ||
pages = {367--374}, | ||
volume = {3}, | ||
publisher = {Oxford University Press ({OUP})}, | ||
} |
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linters: lintr::linters_with_defaults(lintr::object_name_linter(styles = c("CamelCase", "snake_case", "symbols"))) | ||
exclusions: list("R/RcppExports.R") | ||
exclude: "# Exclude Linting" | ||
exclude_start: "# Begin Exclude Linting" | ||
exclude_end: "# End Exclude Linting" | ||
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# ----------------------------------------------------------- | ||
# CITATION file created with {cffr} R package, v0.5.0 | ||
# See also: https://docs.ropensci.org/cffr/ | ||
# ----------------------------------------------------------- | ||
|
||
cff-version: 1.2.0 | ||
message: 'To cite package "betaDelta" in publications use:' | ||
type: software | ||
license: MIT | ||
title: 'betaDelta: Confidence Intervals for Standardized Regression Coefficients' | ||
version: 1.0.4 | ||
doi: 10.1080/00273171.2023.2201277 | ||
abstract: 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>. | ||
authors: | ||
- family-names: Pesigan | ||
given-names: Ivan Jacob Agaloos | ||
email: [email protected] | ||
orcid: https://orcid.org/0000-0003-4818-8420 | ||
preferred-citation: | ||
type: article | ||
title: 'betaDelta and betaSandwich: Confidence intervals for standardized regression | ||
coefficients in R' | ||
authors: | ||
- family-names: Pesigan | ||
given-names: Ivan Jacob Agaloos | ||
email: [email protected] | ||
orcid: https://orcid.org/0000-0003-4818-8420 | ||
- family-names: Sun | ||
given-names: Rongwei | ||
email: [email protected] | ||
orcid: https://orcid.org/0000-0003-0034-1422 | ||
- family-names: Cheung | ||
given-names: Shu Fai | ||
email: [email protected] | ||
orcid: https://orcid.org/0000-0002-9871-9448 | ||
year: '2023' | ||
doi: 10.1080/00273171.2023.2201277 | ||
journal: Multivariate Behavioral Research | ||
notes: R package version 1.0.4 | ||
repository: https://packagemanager.rstudio.com/all/__linux__/jammy/latest/ | ||
repository-code: https://github.com/jeksterslab/betaDelta | ||
url: https://jeksterslab.github.io/betaDelta/ | ||
contact: | ||
- family-names: Pesigan | ||
given-names: Ivan Jacob Agaloos | ||
email: [email protected] | ||
orcid: https://orcid.org/0000-0003-4818-8420 | ||
keywords: | ||
- confidence-intervals | ||
- delta-method-standard-errors | ||
- r | ||
- r-package | ||
- standardized-regression-coefficients |
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@@ -27,3 +27,4 @@ Suggests: | |
rmarkdown, | ||
testthat, | ||
betaSandwich | ||
RoxygenNote: 7.2.3 |
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YEAR: 2023 | ||
COPYRIGHT HOLDER: Ivan Jacob Agaloos Pesigan |
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# MIT License | ||
|
||
Copyright (c) 2023 Ivan Jacob Agaloos Pesigan | ||
|
||
Permission is hereby granted, free of charge, to any person obtaining a copy | ||
of this software and associated documentation files (the "Software"), to deal | ||
in the Software without restriction, including without limitation the rights | ||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | ||
copies of the Software, and to permit persons to whom the Software is | ||
furnished to do so, subject to the following conditions: | ||
|
||
The above copyright notice and this permission notice shall be included in all | ||
copies or substantial portions of the Software. | ||
|
||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | ||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | ||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | ||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE | ||
SOFTWARE. |
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# Generated by roxygen2: do not edit by hand | ||
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||
S3method(coef,betadelta) | ||
S3method(coef,deltamethod) | ||
S3method(coef,diffbetadelta) | ||
S3method(confint,betadelta) | ||
S3method(confint,deltamethod) | ||
S3method(confint,diffbetadelta) | ||
S3method(print,betadelta) | ||
S3method(print,deltamethod) | ||
S3method(print,diffbetadelta) | ||
S3method(summary,betadelta) | ||
S3method(summary,deltamethod) | ||
S3method(summary,diffbetadelta) | ||
S3method(vcov,betadelta) | ||
S3method(vcov,deltamethod) | ||
S3method(vcov,diffbetadelta) | ||
export(BetaDelta) | ||
export(Delta) | ||
export(DeltaGeneric) | ||
export(DiffBetaDelta) |
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R/betaSandwich-jacobian-diff-beta-star-wrt-beta-star-dot.R
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#' Jacobian Matrix of Differences of Standardized Regression Slopes | ||
#' with Respect to the Standardized Regression Slopes | ||
#' | ||
#' @author Ivan Jacob Agaloos Pesigan | ||
#' | ||
#' @param p positive integer. | ||
#' Number of regressors. | ||
#' | ||
#' @family Beta Sandwich Functions | ||
#' @keywords betaSandwich derivatives internal | ||
#' @noRd | ||
.JacobianDiffBetaStar <- function(p) { | ||
idx <- utils::combn(seq_len(p), 2) | ||
q <- dim(idx)[2] | ||
out <- matrix( | ||
data = 0, | ||
nrow = q, | ||
ncol = p | ||
) | ||
for (i in seq_len(q)) { | ||
j <- idx[, i] | ||
out[i, j[1]] <- 1 | ||
out[i, j[2]] <- -1 | ||
} | ||
return(out) | ||
} |
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#' 1982 National Academy of Sciences Doctoral Programs Data | ||
#' | ||
#' @format Ratings of 46 doctoral programs in psychology in the USA | ||
#' with the following variables: | ||
#' \describe{ | ||
#' \item{QUALITY}{Program quality ratings.} | ||
#' \item{NFACUL}{Number of faculty members in the program.} | ||
#' \item{NGRADS}{Number of program graduates.} | ||
#' \item{PCTSUPP}{Percentage of program graduates who received support.} | ||
#' \item{PCTGRT}{Percent of faculty members holding research grants.} | ||
#' \item{NARTIC}{Number of published articles | ||
#' attributed to program faculty member.} | ||
#' \item{PCTPUB}{Percent of faculty with one or more published article.} | ||
#' } | ||
#' @references | ||
#' National Research Council. (1982). | ||
#' *An assessment of research-doctorate programs in the United States: | ||
#' Social and behavioral sciences*. | ||
#' \doi{10.17226/9781}. | ||
#' Reproduced with permission from the National Academy of Sciences, | ||
#' Courtesy of the National Academies Press, Washington, D.C. | ||
#' @keywords data | ||
"nas1982" |
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#' Delta Method Asymptotic Covariance Matrix | ||
#' | ||
#' @author Ivan Jacob Agaloos Pesigan | ||
#' | ||
#' @param jcap Numeric matrix. | ||
#' Jacobian matrix. | ||
#' @param acov Numeric matrix. | ||
#' Asymptotic covariance matrix. | ||
#' @family Delta Method Functions | ||
#' @keywords deltaMethod acov internal | ||
#' @noRd | ||
.ACovDelta <- function(jcap, | ||
acov) { | ||
return( | ||
jcap %*% tcrossprod( | ||
acov, | ||
jcap | ||
) | ||
) | ||
} |
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#' Confidence Intervals for | ||
#' Deltma Method | ||
#' | ||
#' @author Ivan Jacob Agaloos Pesigan | ||
#' | ||
#' @return Returns a matrix of | ||
#' estimates, | ||
#' standard errors, | ||
#' test statistics, | ||
#' p-values, | ||
#' and | ||
#' confidence intervals. | ||
#' | ||
#' @param object Object of class `deltamethod`. | ||
#' @param alpha Numeric vector. | ||
#' Significance level \eqn{\alpha}. | ||
#' | ||
#' @family Delta Method Functions | ||
#' @keywords deltaMethod ci internal | ||
#' @noRd | ||
.DeltaCI <- function(object, | ||
alpha) { | ||
stopifnot( | ||
inherits( | ||
object, | ||
"deltamethod" | ||
) | ||
) | ||
if (is.null(alpha)) { | ||
alpha <- object$args$alpha | ||
} | ||
stopifnot( | ||
all(alpha > 0 & alpha < 1) | ||
) | ||
return( | ||
.CIWald( | ||
est = object$est, | ||
se = sqrt(diag(object$vcov)), | ||
theta = object$args$theta, | ||
alpha = alpha, | ||
z = object$args$z, | ||
df = object$args$df | ||
) | ||
) | ||
} |
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