Computing confidence intervals for standardized regression coefficients

Jeff A. Jones, Niels G. Waller

Research output: Contribution to journalArticlepeer-review

21 Scopus citations

Abstract

With fixed predictors, the standard method (Cohen, Cohen, West, and Aiken, 2003, p. 86; Harris, 2001, p. 80; Hays, 1994, p. 709) for computing confidence intervals (CIs) for standardized regression coefficients fails to account for the sampling variability of the criterion standard deviation. With random predictors, this method also fails to account for the sampling variability of the predictor standard deviations. Nevertheless, under some conditions the standard method will produce CIs with accurate coverage rates. To delineate these conditions, we used a Monte Carlo simulation to compute empirical CI coverage rates in samples drawn from 36 populations with a wide range of data characteristics. We also computed the empirical CI coverage rates for 4 alternative methods that have been discussed in the literature: noncentrality interval estimation, the delta method, the percentile bootstrap, and the bias-corrected and accelerated bootstrap. Our results showed that for many data-parameter configurations-for example, sample size, predictor correlations, coefficient of determination (R2), orientation of β with respect to the eigenvectors of the predictor correlation matrix, RX-the standard method produced coverage rates that were close to their expected values. However, when population R2 was large and when β approached the last eigenvector of RX, then the standard method coverage rates were frequently below the nominal rate (sometimes by a considerable amount). In these conditions, the delta method and the 2 bootstrap procedures were consistently accurate. Results using noncentrality interval estimation were inconsistent. In light of these findings, we recommend that researchers use the delta method to evaluate the sampling variability of standardized regression coefficients.

Original languageEnglish (US)
Pages (from-to)435-453
Number of pages19
JournalPsychological Methods
Volume18
Issue number4
DOIs
StatePublished - Dec 2013

Keywords

  • Confidence intervals
  • Delta method
  • Multiple regression
  • Standard errors

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