qMC: Quantile for the Monte Carlo Sampling Distribution of a nonlinear function of coefficients estimates
Description
This function returns a quantile corresponding to the probability p.
Usage
qMC(p, mu, Sigma, quant, n.mc = 1e+06, ...)
Value
scalar quantile value.
Arguments
p
probability.
mu
a vector of means (e.g., coefficient estimates) for the normal random variables. A user can assign a name to each mean value, e.g., mu=c(b1=.1,b2=3); otherwise, the coefficient names are assigned automatically as follows: b1,b2,....
Sigma
either a covariance matrix or a vector that stacks all the columns of the lower triangle variance--covariance matrix one underneath the other.
quant
quantity of interest, which is a nonlinear/linear function of the model parameters. Argument quant is a formula that must start with the symbol "tilde" (~): e.g., ~b1*b2*b3*b4. The names of coefficients must conform to the names provided in the argument mu or to the default names, i.e., b1,b2,....
n.mc
Monte Carlo sample size. The default sample size is 1e+6.
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