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172 changes: 172 additions & 0 deletions vignettes/example-beta-delta.Rmd
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---
title: "betaDelta: Example Using the BetaDelta Function"
author: "Ivan Jacob Agaloos Pesigan"
output: rmarkdown::html_vignette
bibliography: "vignettes.bib"
csl: https://raw.githubusercontent.com/citation-style-language/styles/master/apa.csl
nocite: |
@Pesigan-Sun-Cheung-2023
@Yuan-Chan-2011
@Jones-Waller-2015
@NationalResearchCouncil-1982
vignette: >
%\VignetteIndexEntry{betaDelta: Example Using the BetaDelta Function}
%\VignetteEngine{knitr::rmarkdown}
%\VignetteEncoding{UTF-8}
---



In this example, a multiple regression model is fitted
using program quality ratings (`QUALITY`) as the regressand/outcome variable
and number of published articles attributed to the program faculty members (`NARTIC`),
percent of faculty members holding research grants (`PCTGRT`), and
percentage of program graduates who received support (`PCTSUPP`) as regressor/predictor variables
using a data set from 1982 ratings of 46 doctoral programs in psychology in the USA [@NationalResearchCouncil-1982].
Confidence intervals for the standardized regression coefficients are generated
using the `BetaDelta()` function from the `betaDelta` package following @Yuan-Chan-2011 and @Jones-Waller-2015.


```r
library(betaDelta)
```




```r
df <- betaDelta::nas1982
```

## Fit the regression model using the `lm()` function.


```r
object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = df)
```

## Estimate the standardized regression slopes and the corresponding sampling covariance matrix.

#### Multivariate Normal-Theory Approach


```r
BetaDelta(object, type = "mvn", alpha = 0.05)
#> Call:
#> BetaDelta(object = object, type = "mvn", alpha = 0.05)
#>
#> Standardized regression slopes with MVN standard errors:
#> est se t df p 2.5% 97.5%
#> NARTIC 0.4951 0.0759 6.5272 42 0.000 0.3421 0.6482
#> PCTGRT 0.3915 0.0770 5.0824 42 0.000 0.2360 0.5469
#> PCTSUPP 0.2632 0.0747 3.5224 42 0.001 0.1124 0.4141
```

#### Asymptotic Distribution-Free Approach


```r
BetaDelta(object, type = "adf", alpha = 0.05)
#> Call:
#> BetaDelta(object = object, type = "adf", alpha = 0.05)
#>
#> Standardized regression slopes with ADF standard errors:
#> est se t df p 2.5% 97.5%
#> NARTIC 0.4951 0.0674 7.3490 42 0.0000 0.3592 0.6311
#> PCTGRT 0.3915 0.0710 5.5164 42 0.0000 0.2483 0.5347
#> PCTSUPP 0.2632 0.0769 3.4231 42 0.0014 0.1081 0.4184
```

## Methods


```r
mvn <- BetaDelta(object, type = "mvn")
adf <- BetaDelta(object, type = "adf")
```

### summary

Summary of the results of `BetaDelta()`.


```r
summary(mvn)
#> Call:
#> BetaDelta(object = object, type = "mvn")
#>
#> Standardized regression slopes with MVN standard errors:
#> est se t df p 0.05% 0.5% 2.5% 97.5% 99.5%
#> NARTIC 0.4951 0.0759 6.5272 42 0.000 0.2268 0.2905 0.3421 0.6482 0.6998
#> PCTGRT 0.3915 0.0770 5.0824 42 0.000 0.1190 0.1837 0.2360 0.5469 0.5993
#> PCTSUPP 0.2632 0.0747 3.5224 42 0.001 -0.0011 0.0616 0.1124 0.4141 0.4649
#> 99.95%
#> NARTIC 0.7635
#> PCTGRT 0.6640
#> PCTSUPP 0.5276
summary(adf)
#> Call:
#> BetaDelta(object = object, type = "adf")
#>
#> Standardized regression slopes with ADF standard errors:
#> est se t df p 0.05% 0.5% 2.5% 97.5% 99.5%
#> NARTIC 0.4951 0.0674 7.3490 42 0.0000 0.2568 0.3134 0.3592 0.6311 0.6769
#> PCTGRT 0.3915 0.0710 5.5164 42 0.0000 0.1404 0.2000 0.2483 0.5347 0.5830
#> PCTSUPP 0.2632 0.0769 3.4231 42 0.0014 -0.0088 0.0558 0.1081 0.4184 0.4707
#> 99.95%
#> NARTIC 0.7335
#> PCTGRT 0.6426
#> PCTSUPP 0.5353
```

### coef

Calculate the standardized regression slopes.


```r
coef(mvn)
#> NARTIC PCTGRT PCTSUPP
#> 0.4951451 0.3914887 0.2632477
coef(adf)
#> NARTIC PCTGRT PCTSUPP
#> 0.4951451 0.3914887 0.2632477
```

### vcov

Calculate the sampling covariance matrix of the standardized regression slopes.


```r
vcov(mvn)
#> NARTIC PCTGRT PCTSUPP
#> NARTIC 0.005754524 -0.003360334 -0.002166127
#> PCTGRT -0.003360334 0.005933462 -0.001769723
#> PCTSUPP -0.002166127 -0.001769723 0.005585256
vcov(adf)
#> NARTIC PCTGRT PCTSUPP
#> NARTIC 0.004539472 -0.002552698 -0.001742698
#> PCTGRT -0.002552698 0.005036538 -0.001906216
#> PCTSUPP -0.001742698 -0.001906216 0.005914088
```

### confint

Generate confidence intervals for standardized regression slopes.


```r
confint(mvn, level = 0.95)
#> 2.5 % 97.5 %
#> NARTIC 0.3420563 0.6482339
#> PCTGRT 0.2360380 0.5469395
#> PCTSUPP 0.1124272 0.4140682
confint(adf, level = 0.95)
#> 2.5 % 97.5 %
#> NARTIC 0.3591757 0.6311146
#> PCTGRT 0.2482683 0.5347091
#> PCTSUPP 0.1080509 0.4184444
```

## References
104 changes: 104 additions & 0 deletions vignettes/example-delta-generic.Rmd
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---
title: "betaDelta: Example Using the DeltaGeneric Function"
author: "Ivan Jacob Agaloos Pesigan"
output: rmarkdown::html_vignette
bibliography: "vignettes.bib"
csl: https://raw.githubusercontent.com/citation-style-language/styles/master/apa.csl
nocite: |
@Pesigan-Sun-Cheung-2023
vignette: >
%\VignetteIndexEntry{betaDelta: Example Using the DeltaGeneric Function}
%\VignetteEngine{knitr::rmarkdown}
%\VignetteEncoding{UTF-8}
---



In this example, we use the delta method to calculate the odds ratio, the associated standard errors, and confidence intervals within a logistic regression model.


```r
library(betaDelta)
```


```r
object <- glm(
formula = vs ~ wt + disp,
family = "binomial",
data = mtcars
)
def <- list("exp(wt)", "exp(disp)")
DeltaGeneric(
object = object,
def = def,
alpha = 0.05
)
#> Call:
#> DeltaGeneric(object = object, def = def, alpha = 0.05)
#> est se z p 2.5% 97.5%
#> exp(wt) 5.0853 7.5805 0.6708 0.5023 -9.7723 19.9429
#> exp(disp) 0.9662 0.0148 65.0838 0.0000 0.9371 0.9952
```

## Methods


```r
delta <- DeltaGeneric(
object = object,
def = def,
alpha = 0.05
)
```

### summary

Summary of the results of `DeltaGeneric()`.


```r
summary(delta)
#> Call:
#> DeltaGeneric(object = object, def = def, alpha = 0.05)
#> est se z p 2.5% 97.5%
#> exp(wt) 5.0853 7.5805 0.6708 0.5023 -9.7723 19.9429
#> exp(disp) 0.9662 0.0148 65.0838 0.0000 0.9371 0.9952
```

### coef

Calculate the estimates.


```r
coef(delta)
#> exp(wt) exp(disp)
#> 5.0852960 0.9661524
```

### vcov

Calculate the sampling covariance matrix.


```r
vcov(delta)
#> exp(wt) exp(disp)
#> exp(wt) 57.46443026 -0.0977480169
#> exp(disp) -0.09774802 0.0002203662
```

### confint

Generate confidence intervals.


```r
confint(delta, level = 0.95)
#> 2.5 % 97.5 %
#> exp(wt) -9.7722691 19.9428612
#> exp(disp) 0.9370572 0.9952475
```

## References
112 changes: 112 additions & 0 deletions vignettes/example-delta.Rmd
@@ -0,0 +1,112 @@
---
title: "betaDelta: Example Using the Delta Function"
author: "Ivan Jacob Agaloos Pesigan"
output: rmarkdown::html_vignette
bibliography: "vignettes.bib"
csl: https://raw.githubusercontent.com/citation-style-language/styles/master/apa.csl
nocite: |
@Pesigan-Sun-Cheung-2023
vignette: >
%\VignetteIndexEntry{betaDelta: Example Using the Delta Function}
%\VignetteEngine{knitr::rmarkdown}
%\VignetteEncoding{UTF-8}
---



In this example, we use the delta method to calculate the odds ratio, the associated standard errors, and confidence intervals within a logistic regression model.


```r
library(betaDelta)
```


```r
object <- glm(
formula = vs ~ wt + disp,
family = "binomial",
data = mtcars
)
func <- function(x) {
y <- exp(x)
names(y) <- paste0("exp", "(", names(x), ")")
return(y[-1])
}
Delta(
coef = coef(object),
vcov = vcov(object),
func = func,
alpha = 0.05
)
#> Call:
#> Delta(coef = coef(object), vcov = vcov(object), func = func,
#> alpha = 0.05)
#> est se z p 2.5% 97.5%
#> exp(wt) 5.0853 7.5805 0.6708 0.5023 -9.7723 19.9429
#> exp(disp) 0.9662 0.0148 65.0838 0.0000 0.9371 0.9952
```

## Methods


```r
delta <- Delta(
coef = coef(object),
vcov = vcov(object),
func = func,
alpha = 0.05
)
```

### summary

Summary of the results of `Delta()`.


```r
summary(delta)
#> Call:
#> Delta(coef = coef(object), vcov = vcov(object), func = func,
#> alpha = 0.05)
#> est se z p 2.5% 97.5%
#> exp(wt) 5.0853 7.5805 0.6708 0.5023 -9.7723 19.9429
#> exp(disp) 0.9662 0.0148 65.0838 0.0000 0.9371 0.9952
```

### coef

Calculate the estimates.


```r
coef(delta)
#> exp(wt) exp(disp)
#> 5.0852960 0.9661524
```

### vcov

Calculate the sampling covariance matrix.


```r
vcov(delta)
#> exp(wt) exp(disp)
#> exp(wt) 57.46443026 -0.0977480169
#> exp(disp) -0.09774802 0.0002203662
```

### confint

Generate confidence intervals.


```r
confint(delta, level = 0.95)
#> 2.5 % 97.5 %
#> exp(wt) -9.7722691 19.9428612
#> exp(disp) 0.9370572 0.9952475
```

## References

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