pprodnormal: Percentile for the Distribution of Product of Two Normal Variables

Description

Generates percentiles (100 based quantiles) for the distribution of product of two normal random variables and the mediated effect

Usage

pprodnormal(
  q,
  mu.x,
  mu.y,
  se.x = 1,
  se.y = 1,
  rho = 0,
  lower.tail = TRUE,
  type = "dop",
  n.mc = 1e+05
)

Value

An object of the type list that contains the following values:

p: probability (percentile) corresponding to quantile q
error: estimate of the absolute error

Arguments

q: quantile or value of the product
mu.x: mean of $x$
mu.y: mean of $y$
se.x: standard error (deviation) of $x$
se.y: standard error (deviation) of $y$
rho: correlation between $x$ and $y$ , where -1 <rho < 1. The default value is 0.
lower.tail: logical; if TRUE (default), the probability is $P [X * Y < q]$ ; otherwise, $P [X * Y > q]$
type: method used to compute confidence interval. It takes on the values "dop" (default), "MC", "asymp" or "all"
n.mc: when type="MC", n.mc determines the sample size for the Monte Carlo method. The default sample size is 1E5.

Author

Davood Tofighi dtofighi@gmail.com

Details

This function returns the percentile (probability) and the associated error for the distribution of product of mediated effect (two normal random variables). To obtain a percentile using a specific method, the argument type should be specified. The default method is type="dop", which is based on the method described by Meeker and Escobar (1994) to evaluate the CDF of the distribution of product of two normal random variables. type="MC" uses the Monte Carlo approach (Tofighi & MacKinnon, 2011). type="all" prints percentiles using all three options. For the method type="dop", the error is the modulus of absolute error for the numerical integration (for more information see Meeker and Escobar, 1994). For type="MC", the error refers to the Monte Carlo error.

References

Tofighi, D. and MacKinnon, D. P. (2011). RMediation: An R package for mediation analysis confidence intervals. Behavior Research Methods, 43, 692--700. doi:10.3758/s13428-011-0076-x

Examples

Run this code

pprodnormal(q=0, mu.x=.5, mu.y=.3, se.x=1, se.y=1, rho= 0, type="all")

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