DiffBetaSandwich {betaSandwich}

Estimate Differences of Standardized Slopes and the Corresponding Sampling Covariance Matrix

Description

Estimate Differences of Standardized Slopes and the Corresponding Sampling Covariance Matrix

Usage

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

Arguments

object

Object of class betasandwich, that is, the output of the BetaHC(), BetaN(), or BetaADF() functions.

alpha

Numeric vector. Significance level \alpha.

Value

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

call

Function call.

fit

The argument object.

args

Function arguments.

vcov

Sampling covariance matrix of differences of standardized slopes.

est

Vector of differences of standardized slopes.

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other Beta Sandwich Functions: BetaADF(), BetaHC(), BetaN(), RSqBetaSandwich()

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
diff <- DiffBetaSandwich(std)
# Methods -------------------------------------------------------
print(diff)
summary(diff)
coef(diff)
vcov(diff)
confint(diff, level = 0.95)