BetaNB {betaNB}

Estimate Standardized Regression Coefficients and Generate the Corresponding Sampling Distribution Using Nonparametric Bootstrapping

Description

Estimate Standardized Regression Coefficients and Generate the Corresponding Sampling Distribution Using Nonparametric Bootstrapping

Usage

BetaNB(object, alpha = c(0.05, 0.01, 0.001))

Arguments

object

Object of class nb, that is, the output of the NB() function.

alpha

Numeric vector. Significance level \alpha.

Details

The vector of standardized regression coefficients (\boldsymbol{\hat{\beta}}) is estimated from bootstrap samples. Confidence intervals are generated by obtaining percentiles corresponding to 100(1 - \alpha)\% from the generated sampling distribution of \boldsymbol{\hat{\beta}}, where \alpha is the significance level.

Value

Returns an object of class betanb which is a list with the following elements:

call

Function call.

args

Function arguments.

thetahatstar

Sampling distribution of \boldsymbol{\hat{\beta}}.

jackknife

Jackknife estimates.

est

Vector of estimated \boldsymbol{\hat{\beta}}.

fun

Function used ("BetaNB").

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other Beta Nonparametric Bootstrap Functions: DeltaRSqNB(), DiffBetaNB(), NB(), PCorNB(), RSqNB(), SCorNB()

Examples

# Data ---------------------------------------------------------------------
data("nas1982", package = "betaNB")

# Fit Model in lm ----------------------------------------------------------
object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)

# NB -----------------------------------------------------------------------
nb <- NB(
  object,
  R = 100, # use a large value e.g., 5000L for actual research
  seed = 0508
)

# BetaNB -------------------------------------------------------------------
out <- BetaNB(nb, alpha = 0.05)

## Methods -----------------------------------------------------------------
print(out)
summary(out)
coef(out)
vcov(out)
confint(out, level = 0.95)