DeltaRSqNB {betaNB}

Estimate Improvement in R-Squared and Generate the Corresponding Sampling Distribution Using Nonparametric Bootstrapping

Description

Estimate Improvement in R-Squared and Generate the Corresponding Sampling Distribution Using Nonparametric Bootstrapping

Usage

DeltaRSqNB(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 improvement in R-squared (\Delta R^{2}) is estimated from bootstrap samples. Confidence intervals are generated by obtaining percentiles corresponding to 100(1 - \alpha)\% from the generated sampling distribution of \Delta R^{2}, 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 \Delta R^{2}.

vcov

Sampling variance-covariance matrix of \Delta R^{2}.

est

Vector of estimated \Delta R^{2}.

fun

Function used ("DeltaRSqNB").

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other Beta Nonparametric Bootstrap Functions: BetaNB(), 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
)

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

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