DiffBetaSandwich {betaSandwich} | R Documentation |
Estimate Differences of Standardized Slopes and the Corresponding Sampling Covariance Matrix
DiffBetaSandwich(object, alpha = c(0.05, 0.01, 0.001))
object |
Object of class |
alpha |
Numeric vector.
Significance level |
Returns an object of class diffbetasandwich
which is a list with the following elements:
Function call.
The argument object
.
Function arguments.
Sampling covariance matrix of differences of standardized slopes.
Vector of differences of standardized slopes.
Ivan Jacob Agaloos Pesigan
Other Beta Sandwich Functions:
BetaADF()
,
BetaHC()
,
BetaN()
,
RSqBetaSandwich()
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)