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DMAR (version 1.0.0)

ci_src: Confidence Interval for a Standardized Regression Coefficient

Description

Computes a confidence interval for a population standardized regression coefficient, by the standard t-based approach or the noncentral t approach. A thin convenience wrapper around ci_reg_coef, which is the general engine; for the coefficient in its raw metric use ci_rc.

Usage

ci_src(
  beta_j = NULL,
  SE_beta_j = NULL,
  N = NULL,
  p = NULL,
  R2_Y_X = NULL,
  R2_j_X_without_j = NULL,
  conf_level = 0.95,
  R2_Y_X_without_j = NULL,
  t_value = NULL,
  b_j = NULL,
  SE_b_j = NULL,
  s_Y = NULL,
  s_X = NULL,
  alpha_lower = NULL,
  alpha_upper = NULL,
  ...
)

Value

A 3-row data.frame with columns term, value, prob_less, and prob_greater. The term values are "lower_limit", "src" (the standardized regression coefficient point estimate), and "upper_limit", so the estimate sits between its confidence limits. The prob_less and prob_greater columns report the achieved tail probabilities at each limit when the noncentral t method is used (NA for the estimate row).

Arguments

beta_j

The standardized regression coefficient

SE_beta_j

The standard error of the standardized regression coefficient

N

Sample size

p

The number of predictors

R2_Y_X

The squared multiple correlation coefficient predicting Y from the p predictor variables

R2_j_X_without_j

The squared multiple correlation coefficient predicting the jth predictor variable (i.e., the predictor of interest) from the remaining p-1 predictor variables

conf_level

Desired level of confidence for the computed interval (i.e., 1 - the Type I error rate)

R2_Y_X_without_j

The squared multiple correlation coefficient predicting Y from the p-1 predictor variable with the jth predictor of interest excluded

t_value

The t-value evaluating the null hypothesis that the population regression coefficient for the jth predictor equals zero

b_j

The unstandardized regression coefficient

SE_b_j

The standard error of the unstandardized regression coefficient

s_Y

Standard deviation of Y, the dependent variable

s_X

Standard deviation of X, the predictor variable of interest

alpha_lower

The Type I error rate for the lower confidence interval limit

alpha_upper

The Type I error rate for the upper confidence interval limit

...

Optional additional specifications for nested functions

Author

Ken Kelley [email protected]

Details

For standardized variables, do not specify the standard deviation of the variables and input the standardized regression coefficient for b_j.

References

Kelley, K. (2007). Confidence intervals for standardized effect sizes: Theory, application, and implementation. Journal of Statistical Software, 20(8), 1--24. tools:::Rd_expr_doi("10.18637/jss.v020.i08")

Kelley, K., & Maxwell, S. E. (2003). Sample size for multiple regression: Obtaining regression coefficients that are accurate, not simply significant. Psychological Methods, 8(3), 305--321. tools:::Rd_expr_doi("10.1037/1082-989X.8.3.305")

Kelley, K., & Maxwell, S. E. (2008). Sample size planning with applications to multiple regression: Power and accuracy for omnibus and targeted effects. In P. Alasuutari, L. Bickman, & J. Brannen (Eds.), The Sage handbook of social research methods (pp. 166--192). Sage.

Maxwell, S. E., Delaney, H. D., & Kelley, K. (2027). Designing experiments and analyzing data: A model comparison perspective (4th ed.). Routledge. (See Chapter 4 on individual comparisons of means and Chapter 6 on trend analysis.)

Smithson, M. (2003). Confidence intervals. Thousand Oaks, CA: Sage Publications.

Steiger, J. H. (2004). Beyond the F Test: Effect size confidence intervals and tests of close fit in the Analysis of Variance and Contrast Analysis. Psychological Methods, 9(2), 164--182. tools:::Rd_expr_doi("10.1037/1082-989X.9.2.164")

See Also

ss_aipe_reg_coef, ci_nc_t, ci_reg_coef, ci_rc

Other confidence intervals for effect sizes: ci_R2(), ci_c(), ci_c_ancova(), ci_c_ancova_bp(), ci_correlation, ci_cv(), ci_eta_squared(), ci_eta_squared_generalized(), ci_eta_squared_partial(), ci_mahalanobis(), ci_omega_squared(), ci_pvaf(), ci_rc(), ci_reg_coef(), ci_rmsea(), ci_sc(), ci_sc_ancova(), ci_sm(), ci_smd(), ci_smd_c(), ci_snr(), ci_srsnr(), contrast_adjusted(), plot_smd()

Examples

Run this code
ci_src(beta_j = .6707, .1761, N = 30, p = 6, conf_level = .95)

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