Supplement 1. Cade, B.S. 2015. Model averaging and muddled multimodel inferences. Ecology. The following R script reads in the college GPA example data from Burnham and Anderson 2002:226, estimates the 16 linear least squares regression models, computes AICc, AICc weights, variance inflation factors, partial standard deviations of predictors, standardizes estimates by partial standard deviations, computes model-averaged standardized estimates and their standard errors, and computes the model-averaged ratio of t-statistics for unstandardized estimates (equivalent to model-averaged ratio of standardized estimates). The code is written to be transparent with respect to the mathematical operations rather than for efficiency. Literature Cited Burnham, K. P., and D. R. Anderson. 2002. Model selection and multimodel inference: a practical information-theoretic approach. Springer-Verlag, New York, NY, USA. ###Create GPA data set in B&A 2002(226) gpa.y <- c(1.97,2.74,2.19,2.60,2.98,1.65,1.89,2.38,2.66,1.96,3.14,1.96,2.20,3.90,2.02,3.61,3.07,2.63,3.11,3.20) sat.math.x1 <- c(321,718,358,403,640,237,270,418,443,359,669,409,582,750,451,645,791,521,594,653) sat.verb.x2 <- c(247,436,578,447,563,342,472,356,327,385,664,518,364,632,435,704,341,483,665,606) hs.math.x3 <- c(2.30,3.80,2.98,3.58,3.38,1.48,1.67,3.73,3.09,1.54,3.21,2.77,1.47,3.14,1.54,3.50,3.20,3.59,3.42,3.69) hs.engl.x4 <- c(2.63,3.57,2.57,2.21,3.48,2.14,2.64,2.52,3.20,3.46,3.37,2.60,2.90,3.49,3.20,3.74,2.93,3.32,2.70,3.52) cor(cbind(gpa.y,sat.math.x1,sat.verb.x2,hs.math.x3,hs.engl.x4)) gpa.01 <- lm(gpa.y ~ sat.math.x1) gpa.02 <- lm(gpa.y ~ sat.verb.x2) gpa.03 <- lm(gpa.y ~ hs.math.x3) gpa.04 <- lm(gpa.y ~ hs.engl.x4) gpa.05 <- lm(gpa.y ~ sat.math.x1 + sat.verb.x2) gpa.06 <- lm(gpa.y ~ sat.math.x1 + hs.math.x3) gpa.07 <- lm(gpa.y ~ sat.verb.x2 + hs.math.x3) gpa.08 <- lm(gpa.y ~ sat.math.x1 + hs.engl.x4) gpa.09 <- lm(gpa.y ~ sat.verb.x2 + hs.engl.x4) gpa.10 <- lm(gpa.y ~ hs.math.x3 + hs.engl.x4) gpa.11 <- lm(gpa.y ~ sat.math.x1 + sat.verb.x2 + hs.math.x3) gpa.12 <- lm(gpa.y ~ sat.math.x1 + sat.verb.x2 + hs.engl.x4) gpa.13 <- lm(gpa.y ~ sat.math.x1 + hs.math.x3 + hs.engl.x4) gpa.14 <- lm(gpa.y ~ sat.verb.x2 + hs.math.x3 + hs.engl.x4) gpa.15 <- lm(gpa.y ~ sat.math.x1 + sat.verb.x2 + hs.math.x3 + hs.engl.x4) gpa.16 <- lm(gpa.y ~ 1) ###Compute AICc for each of the 16 models gpa.11.AICc <- AIC(gpa.11) + ((2*(length(coef(gpa.11))+1))*((length(coef(gpa.11))+1) + 1))/(nobs(gpa.11) - (length(coef(gpa.11))+1) - 1) gpa.05.AICc <- AIC(gpa.05) + ((2*(length(coef(gpa.05))+1))*((length(coef(gpa.05))+1) + 1))/(nobs(gpa.05) - (length(coef(gpa.05))+1) - 1) gpa.06.AICc <- AIC(gpa.06) + ((2*(length(coef(gpa.06))+1))*((length(coef(gpa.06))+1) + 1))/(nobs(gpa.06) - (length(coef(gpa.06))+1) - 1) gpa.15.AICc <- AIC(gpa.15) + ((2*(length(coef(gpa.15))+1))*((length(coef(gpa.15))+1) + 1))/(nobs(gpa.15) - (length(coef(gpa.15))+1) - 1) gpa.12.AICc <- AIC(gpa.12) + ((2*(length(coef(gpa.12))+1))*((length(coef(gpa.12))+1) + 1))/(nobs(gpa.12) - (length(coef(gpa.12))+1) - 1) gpa.13.AICc <- AIC(gpa.13) + ((2*(length(coef(gpa.13))+1))*((length(coef(gpa.13))+1) + 1))/(nobs(gpa.13) - (length(coef(gpa.13))+1) - 1) gpa.01.AICc <- AIC(gpa.01) + ((2*(length(coef(gpa.01))+1))*((length(coef(gpa.01))+1) + 1))/(nobs(gpa.01) - (length(coef(gpa.01))+1) - 1) gpa.08.AICc <- AIC(gpa.08) + ((2*(length(coef(gpa.08))+1))*((length(coef(gpa.08))+1) + 1))/(nobs(gpa.08) - (length(coef(gpa.08))+1) - 1) gpa.02.AICc <- AIC(gpa.02) + ((2*(length(coef(gpa.02))+1))*((length(coef(gpa.02))+1) + 1))/(nobs(gpa.02) - (length(coef(gpa.02))+1) - 1) gpa.03.AICc <- AIC(gpa.03) + ((2*(length(coef(gpa.03))+1))*((length(coef(gpa.03))+1) + 1))/(nobs(gpa.03) - (length(coef(gpa.03))+1) - 1) gpa.04.AICc <- AIC(gpa.04) + ((2*(length(coef(gpa.04))+1))*((length(coef(gpa.04))+1) + 1))/(nobs(gpa.04) - (length(coef(gpa.04))+1) - 1) gpa.07.AICc <- AIC(gpa.07) + ((2*(length(coef(gpa.07))+1))*((length(coef(gpa.07))+1) + 1))/(nobs(gpa.07) - (length(coef(gpa.07))+1) - 1) gpa.09.AICc <- AIC(gpa.09) + ((2*(length(coef(gpa.09))+1))*((length(coef(gpa.09))+1) + 1))/(nobs(gpa.09) - (length(coef(gpa.09))+1) - 1) gpa.10.AICc <- AIC(gpa.10) + ((2*(length(coef(gpa.10))+1))*((length(coef(gpa.10))+1) + 1))/(nobs(gpa.10) - (length(coef(gpa.10))+1) - 1) gpa.14.AICc <- AIC(gpa.14) + ((2*(length(coef(gpa.14))+1))*((length(coef(gpa.14))+1) + 1))/(nobs(gpa.14) - (length(coef(gpa.14))+1) - 1) gpa.16.AICc <- AIC(gpa.16) + ((2*(length(coef(gpa.16))+1))*((length(coef(gpa.16))+1) + 1))/(nobs(gpa.16) - (length(coef(gpa.16))+1) - 1) ###Compute minimum AICc minAICc <- min(c(gpa.11.AICc,gpa.05.AICc,gpa.06.AICc, gpa.15.AICc,gpa.12.AICc,gpa.13.AICc,gpa.01.AICc,gpa.08.AICc,gpa.02.AICc,gpa.03.AICc,gpa.04.AICc,gpa.07.AICc,gpa.09.AICc,gpa.10.AICc,gpa.14.AICc,gpa.16.AICc)) ###Compute delta AICc d.gpa.11.AICc <- gpa.11.AICc - minAICc d.gpa.05.AICc <- gpa.05.AICc - minAICc d.gpa.06.AICc <- gpa.06.AICc - minAICc d.gpa.15.AICc <- gpa.15.AICc - minAICc d.gpa.12.AICc <- gpa.12.AICc - minAICc d.gpa.13.AICc <- gpa.13.AICc - minAICc d.gpa.01.AICc <- gpa.01.AICc - minAICc d.gpa.08.AICc <- gpa.08.AICc - minAICc d.gpa.02.AICc <- gpa.02.AICc - minAICc d.gpa.03.AICc <- gpa.03.AICc - minAICc d.gpa.04.AICc <- gpa.04.AICc - minAICc d.gpa.07.AICc <- gpa.07.AICc - minAICc d.gpa.09.AICc <- gpa.09.AICc - minAICc d.gpa.10.AICc <- gpa.10.AICc - minAICc d.gpa.14.AICc <- gpa.14.AICc - minAICc d.gpa.16.AICc <- gpa.16.AICc - minAICc ###Compute sum of the AICc weights sumAICcWts <- exp(-0.5*d.gpa.11.AICc) + exp(-0.5*d.gpa.05.AICc)+ exp(-0.5*d.gpa.06.AICc) + exp(-0.5*d.gpa.15.AICc) + exp(-0.5*d.gpa.12.AICc) + exp(-0.5*d.gpa.13.AICc) + exp(-0.5*d.gpa.01.AICc) + exp(-0.5*d.gpa.08.AICc) + exp(-0.5*d.gpa.02.AICc) + exp(-0.5*d.gpa.03.AICc) + exp(-0.5*d.gpa.04.AICc) + exp(-0.5*d.gpa.07.AICc) + exp(-0.5*d.gpa.09.AICc) + exp(-0.5*d.gpa.10.AICc) + exp(-0.5*d.gpa.14.AICc) + exp(-0.5*d.gpa.16.AICc) ###AICc weights for each model gpa.11.wt <- exp(-0.5*d.gpa.11.AICc)/sumAICcWts gpa.05.wt <- exp(-0.5*d.gpa.05.AICc)/sumAICcWts gpa.06.wt <- exp(-0.5*d.gpa.06.AICc)/sumAICcWts gpa.15.wt <- exp(-0.5*d.gpa.15.AICc)/sumAICcWts gpa.12.wt <- exp(-0.5*d.gpa.12.AICc)/sumAICcWts gpa.13.wt <- exp(-0.5*d.gpa.13.AICc)/sumAICcWts gpa.01.wt <- exp(-0.5*d.gpa.01.AICc)/sumAICcWts gpa.08.wt <- exp(-0.5*d.gpa.08.AICc)/sumAICcWts gpa.02.wt <- exp(-0.5*d.gpa.02.AICc)/sumAICcWts gpa.03.wt <- exp(-0.5*d.gpa.03.AICc)/sumAICcWts gpa.04.wt <- exp(-0.5*d.gpa.04.AICc)/sumAICcWts gpa.07.wt <- exp(-0.5*d.gpa.07.AICc)/sumAICcWts gpa.09.wt <- exp(-0.5*d.gpa.09.AICc)/sumAICcWts gpa.10.wt <- exp(-0.5*d.gpa.10.AICc)/sumAICcWts gpa.14.wt <- exp(-0.5*d.gpa.14.AICc)/sumAICcWts gpa.16.wt <- exp(-0.5*d.gpa.16.AICc)/sumAICcWts ###Variance inflation factors (vif) by model ###Inverse of VIF is proportion of variance in x_i that is not linearly ###related to other predictors in model library(car) ###Models with sat.math.x1 ivif.x1.11 <- (vif(gpa.11)[1])^-1 ivif.x1.05 <- (vif(gpa.05)[1])^-1 ivif.x1.06 <- (vif(gpa.06)[1])^-1 ivif.x1.15 <- (vif(gpa.15)[1])^-1 ivif.x1.12 <- (vif(gpa.12)[1])^-1 ivif.x1.13 <- (vif(gpa.13)[1])^-1 ivif.x1.08 <- (vif(gpa.08)[1])^-1 ###Partial standard deviations following Bring (1994). partSD.x1.11 <- ivif.x1.11^0.5 * ((nobs(gpa.11)-1)/(nobs(gpa.11)- (length(coef(gpa.11)) -1)))^0.5 * sd(sat.math.x1) partSD.x1.05 <- ivif.x1.05^0.5 * ((nobs(gpa.05)-1)/(nobs(gpa.05)- (length(coef(gpa.05)) -1)))^0.5 * sd(sat.math.x1) partSD.x1.06 <- ivif.x1.06^0.5 * ((nobs(gpa.06)-1)/(nobs(gpa.06)- (length(coef(gpa.06)) -1)))^0.5 * sd(sat.math.x1) partSD.x1.15 <- ivif.x1.15^0.5 * ((nobs(gpa.15)-1)/(nobs(gpa.15)- (length(coef(gpa.15)) -1)))^0.5 * sd(sat.math.x1) partSD.x1.12 <- ivif.x1.12^0.5 * ((nobs(gpa.12)-1)/(nobs(gpa.12)- (length(coef(gpa.12)) -1)))^0.5 * sd(sat.math.x1) partSD.x1.13 <- ivif.x1.13^0.5 * ((nobs(gpa.13)-1)/(nobs(gpa.13)- (length(coef(gpa.13)) -1)))^0.5 * sd(sat.math.x1) partSD.x1.08 <- ivif.x1.08^0.5 * ((nobs(gpa.08)-1)/(nobs(gpa.08)- (length(coef(gpa.08)) -1)))^0.5 * sd(sat.math.x1) ###Estimates of standardized estimates for sat.math.x1 using partial ###SDs. Note that partial SD when using single predictor is equivalent ###to SD of that predictor. stdB1.11 <- coef(gpa.11)[2] * partSD.x1.11 stdB1.05 <- coef(gpa.05)[2] * partSD.x1.05 stdB1.06 <- coef(gpa.06)[2] * partSD.x1.06 stdB1.15 <- coef(gpa.15)[2] * partSD.x1.15 stdB1.12 <- coef(gpa.12)[2] * partSD.x1.12 stdB1.13 <- coef(gpa.13)[2] * partSD.x1.13 stdB1.01 <- coef(gpa.01)[2] * sd(sat.math.x1) stdB1.08 <- coef(gpa.08)[2] * partSD.x1.08 ###Estimates of standard errors for standardized estimates of ###sat.math.x1. stdB1.11.se <- ((coef(summary((gpa.11)))[2,2])^2 * partSD.x1.11^2)^0.5 stdB1.05.se <- ((coef(summary((gpa.05)))[2,2])^2 * partSD.x1.05^2)^0.5 stdB1.06.se <- ((coef(summary((gpa.06)))[2,2])^2 * partSD.x1.06^2)^0.5 stdB1.15.se <- ((coef(summary((gpa.15)))[2,2])^2 * partSD.x1.15^2)^0.5 stdB1.12.se <- ((coef(summary((gpa.12)))[2,2])^2 * partSD.x1.12^2)^0.5 stdB1.13.se <- ((coef(summary((gpa.13)))[2,2])^2 * partSD.x1.13^2)^0.5 stdB1.01.se <- ((coef(summary((gpa.01)))[2,2])^2 * (sd(sat.math.x1))^2)^0.5 stdB1.08.se <- ((coef(summary((gpa.08)))[2,2])^2 * partSD.x1.08^2)^0.5 ###Renormalize weights for models with sat.math.x1 sumB1.wt<- sum(gpa.11.wt,gpa.05.wt,gpa.06.wt,gpa.15.wt,gpa.12.wt,gpa.13.wt,gpa.01.wt,gpa.08.wt) ###Model-averaged standardized estimates stdB1.wt <- ((stdB1.11 * gpa.11.wt) + (stdB1.05 * gpa.05.wt) + (stdB1.06 * gpa.06.wt) + (stdB1.15 * gpa.15.wt) + (stdB1.12 * gpa.12.wt) + (stdB1.13 * gpa.13.wt) + (stdB1.01 * gpa.01.wt) + (stdB1.08 * gpa.08.wt))/sumB1.wt ###Standard errors for model-averaged standardized estimates stdB1.wt.se <- (((((stdB1.11 - stdB1.wt)^2 + stdB1.11.se^2)^0.5) * gpa.11.wt/sumB1.wt) + ((((stdB1.05 - stdB1.wt)^2 + stdB1.05.se^2)^0.5) * gpa.05.wt/sumB1.wt) + ((((stdB1.06 - stdB1.wt)^2 + stdB1.06.se^2)^0.5) * gpa.06.wt/sumB1.wt) + ((((stdB1.15 - stdB1.wt)^2 + stdB1.15.se^2)^0.5) * gpa.15.wt/sumB1.wt) + ((((stdB1.12 - stdB1.wt)^2 + stdB1.12.se^2)^0.5) * gpa.12.wt/sumB1.wt) + ((((stdB1.13 - stdB1.wt)^2 + stdB1.13.se^2)^0.5) * gpa.13.wt/sumB1.wt) + ((((stdB1.01 - stdB1.wt)^2 + stdB1.01.se^2)^0.5) * gpa.01.wt/sumB1.wt) + ((((stdB1.08 - stdB1.wt)^2 + stdB1.08.se^2)^0.5) * gpa.08.wt/sumB1.wt)) ###Models with sat.verb.x2 ###Variance inflation factors library(car) ivif.x2.11 <- (vif(gpa.11)[2])^-1 ivif.x2.05 <- (vif(gpa.05)[2])^-1 ivif.x2.14 <- (vif(gpa.14)[1])^-1 ivif.x2.15 <- (vif(gpa.15)[2])^-1 ivif.x2.12 <- (vif(gpa.12)[2])^-1 ivif.x2.07 <- (vif(gpa.07)[1])^-1 ivif.x2.09 <- (vif(gpa.09)[1])^-1 ###Partial standard deviations following Bring (1994). partSD.x2.11 <- ivif.x2.11^0.5 * ((nobs(gpa.11)-1)/(nobs(gpa.11)- (length(coef(gpa.11)) -1)))^0.5 * sd(sat.verb.x2) partSD.x2.05 <- ivif.x2.05^0.5 * ((nobs(gpa.05)-1)/(nobs(gpa.05)- (length(coef(gpa.05)) -1)))^0.5 * sd(sat.verb.x2) partSD.x2.14 <- ivif.x2.14^0.5 * ((nobs(gpa.14)-1)/(nobs(gpa.14)- (length(coef(gpa.14)) -1)))^0.5 * sd(sat.verb.x2) partSD.x2.15 <- ivif.x2.15^0.5 * ((nobs(gpa.15)-1)/(nobs(gpa.15)- (length(coef(gpa.15)) -1)))^0.5 * sd(sat.verb.x2) partSD.x2.12 <- ivif.x2.12^0.5 * ((nobs(gpa.12)-1)/(nobs(gpa.12)- (length(coef(gpa.12)) -1)))^0.5 * sd(sat.verb.x2) partSD.x2.07 <- ivif.x2.07^0.5 * ((nobs(gpa.07)-1)/(nobs(gpa.07)- (length(coef(gpa.07)) -1)))^0.5 * sd(sat.verb.x2) partSD.x2.09 <- ivif.x2.09^0.5 * ((nobs(gpa.09)-1)/(nobs(gpa.09)- (length(coef(gpa.09)) -1)))^0.5 * sd(sat.verb.x2) ###Estimates of standardized estimates for sat.verb.x2 using partial SDs stdB2.11 <- coef(gpa.11)[3] * partSD.x2.11 stdB2.05 <- coef(gpa.05)[3] * partSD.x2.05 stdB2.14 <- coef(gpa.14)[2] * partSD.x2.14 stdB2.15 <- coef(gpa.15)[3] * partSD.x2.15 stdB2.12 <- coef(gpa.12)[3] * partSD.x2.12 stdB2.07 <- coef(gpa.07)[2] * partSD.x2.07 stdB2.09 <- coef(gpa.09)[2] * partSD.x2.09 stdB2.02 <- coef(gpa.02)[2] * sd(sat.verb.x2) ###Estimates of standard errors for standardized estimates of ###sat.verb.x2. stdB2.11.se <- ((coef(summary((gpa.11)))[3,2])^2 * partSD.x2.11^2)^0.5 stdB2.05.se <- ((coef(summary((gpa.05)))[3,2])^2 * partSD.x2.05^2)^0.5 stdB2.14.se <- ((coef(summary((gpa.14)))[2,2])^2 * partSD.x2.14^2)^0.5 stdB2.15.se <- ((coef(summary((gpa.15)))[3,2])^2 * partSD.x2.15^2)^0.5 stdB2.12.se <- ((coef(summary((gpa.12)))[3,2])^2 * partSD.x2.12^2)^0.5 stdB2.07.se <- ((coef(summary((gpa.07)))[2,2])^2 * partSD.x2.07^2)^0.5 stdB2.09.se <- ((coef(summary((gpa.09)))[2,2])^2 * partSD.x2.09^2)^0.5 stdB2.02.se <- ((coef(summary((gpa.02)))[2,2])^2 * (sd(sat.verb.x2))^2)^0.5 ###Renormalize weights for models with sat.verb.x2. sumB2.wt<- sum(gpa.11.wt,gpa.05.wt,gpa.14.wt,gpa.15.wt,gpa.12.wt,gpa.07.wt,gpa.09.wt,gpa.02.wt) ###Model-averaged standardized estimates. stdB2.wt <- ((stdB2.11 * gpa.11.wt) + (stdB2.05 * gpa.05.wt) + (stdB2.14 * gpa.14.wt) + (stdB2.15 * gpa.15.wt) + (stdB2.12 * gpa.12.wt) + (stdB2.07 * gpa.07.wt) + (stdB2.09 * gpa.09.wt) + (stdB2.02 * gpa.02.wt))/sumB2.wt ###Standard errors for model-averaged standardized estimates. stdB2.wt.se <- (((((stdB2.11 - stdB2.wt)^2 + stdB2.11.se^2)^0.5) * gpa.11.wt/sumB2.wt) + ((((stdB2.05 - stdB2.wt)^2 + stdB2.05.se^2)^0.5) * gpa.05.wt/sumB2.wt) + ((((stdB2.14 - stdB2.wt)^2 + stdB2.14.se^2)^0.5) * gpa.14.wt/sumB2.wt) + ((((stdB2.15 - stdB2.wt)^2 + stdB2.15.se^2)^0.5) * gpa.15.wt/sumB2.wt) + ((((stdB2.12 - stdB2.wt)^2 + stdB2.12.se^2)^0.5) * gpa.12.wt/sumB2.wt) + ((((stdB2.07 - stdB2.wt)^2 + stdB2.07.se^2)^0.5) * gpa.07.wt/sumB2.wt) + ((((stdB2.09 - stdB2.wt)^2 + stdB2.09.se^2)^0.5) * gpa.09.wt/sumB2.wt) + ((((stdB2.02 - stdB2.wt)^2 + stdB2.02.se^2)^0.5) * gpa.02.wt/sumB2.wt)) ###Models with hs.math.x3 ###Variance inflation factors by model. library(car) ivif.x3.11 <- (vif(gpa.11)[3])^-1 ivif.x3.07 <- (vif(gpa.07)[2])^-1 ivif.x3.06 <- (vif(gpa.06)[2])^-1 ivif.x3.15 <- (vif(gpa.15)[3])^-1 ivif.x3.13 <- (vif(gpa.13)[2])^-1 ivif.x3.14 <- (vif(gpa.14)[2])^-1 ivif.x3.10 <- (vif(gpa.10)[1])^-1 ###Partial standard deviations following Bring (1994). partSD.x3.11 <- ivif.x3.11^0.5 * ((nobs(gpa.11)-1)/(nobs(gpa.11)- (length(coef(gpa.11)) -1)))^0.5 * sd(hs.math.x3) partSD.x3.07 <- ivif.x3.07^0.5 * ((nobs(gpa.07)-1)/(nobs(gpa.07)- (length(coef(gpa.07)) -1)))^0.5 * sd(hs.math.x3) partSD.x3.06 <- ivif.x3.06^0.5 * ((nobs(gpa.06)-1)/(nobs(gpa.06)- (length(coef(gpa.06)) -1)))^0.5 * sd(hs.math.x3) partSD.x3.15 <- ivif.x3.15^0.5 * ((nobs(gpa.15)-1)/(nobs(gpa.15)- (length(coef(gpa.15)) -1)))^0.5 * sd(hs.math.x3) partSD.x3.13 <- ivif.x3.13^0.5 * ((nobs(gpa.13)-1)/(nobs(gpa.13)- (length(coef(gpa.13)) -1)))^0.5 * sd(hs.math.x3) partSD.x3.14 <- ivif.x3.14^0.5 * ((nobs(gpa.14)-1)/(nobs(gpa.14)- (length(coef(gpa.14)) -1)))^0.5 * sd(hs.math.x3) partSD.x3.10 <- ivif.x3.10^0.5 * ((nobs(gpa.10)-1)/(nobs(gpa.10)- (length(coef(gpa.10)) -1)))^0.5 * sd(hs.math.x3) ###Standardized estimates for hs.math.x3 using partial SDs. stdB3.11 <- coef(gpa.11)[4] * partSD.x3.11 stdB3.07 <- coef(gpa.07)[3] * partSD.x3.07 stdB3.06 <- coef(gpa.06)[3] * partSD.x3.06 stdB3.15 <- coef(gpa.15)[4] * partSD.x3.15 stdB3.03 <- coef(gpa.03)[2] * sd(hs.math.x3) stdB3.13 <- coef(gpa.13)[3] * partSD.x3.13 stdB3.14 <- coef(gpa.14)[3] * partSD.x3.14 stdB3.10 <- coef(gpa.10)[2] * partSD.x3.10 ###Estimates of standard errors for standardized estimates of ###hs.math.x3. stdB3.11.se <- ((coef(summary((gpa.11)))[4,2])^2 * partSD.x3.11^2)^0.5 stdB3.07.se <- ((coef(summary((gpa.07)))[3,2])^2 * partSD.x3.07^2)^0.5 stdB3.06.se <- ((coef(summary((gpa.06)))[3,2])^2 * partSD.x3.06^2)^0.5 stdB3.15.se <- ((coef(summary((gpa.15)))[4,2])^2 * partSD.x3.15^2)^0.5 stdB3.03.se <- ((coef(summary((gpa.03)))[2,2])^2 * (sd(hs.math.x3))^2)^0.5 stdB3.13.se <- ((coef(summary((gpa.13)))[3,2])^2 * partSD.x3.13^2)^0.5 stdB3.14.se <- ((coef(summary((gpa.14)))[3,2])^2 * partSD.x3.14^2)^0.5 stdB3.10.se <- ((coef(summary((gpa.10)))[2,2])^2 * partSD.x3.10^2)^0.5 ###Renormalize weights for models with hs.math.x3 sumB3.wt<- sum(gpa.11.wt,gpa.07.wt,gpa.06.wt,gpa.15.wt,gpa.03.wt,gpa.13.wt,gpa.14.wt,gpa.10.wt) ###Model-averaged standardized estimates. stdB3.wt <- ((stdB3.11 * gpa.11.wt) + (stdB3.07 * gpa.07.wt) + (stdB3.06 * gpa.06.wt) + (stdB3.15 * gpa.15.wt) + (stdB3.03 * gpa.03.wt) + (stdB3.13 * gpa.13.wt) + (stdB3.14 * gpa.14.wt) + (stdB3.10 * gpa.10.wt))/sumB3.wt ###Standard errors for model-averaged standardized estimates. stdB3.wt.se <- (((((stdB3.11 - stdB3.wt)^2 + stdB3.11.se^2)^0.5) * gpa.11.wt/sumB3.wt) + ((((stdB3.07 - stdB3.wt)^2 + stdB3.07.se^2)^0.5) * gpa.07.wt/sumB3.wt) + ((((stdB3.06 - stdB3.wt)^2 + stdB3.06.se^2)^0.5) * gpa.06.wt/sumB3.wt) + ((((stdB3.15 - stdB3.wt)^2 + stdB3.15.se^2)^0.5) * gpa.15.wt/sumB3.wt) + ((((stdB3.03 - stdB3.wt)^2 + stdB3.03.se^2)^0.5) * gpa.03.wt/sumB3.wt) + ((((stdB3.13 - stdB3.wt)^2 + stdB3.13.se^2)^0.5) * gpa.13.wt/sumB3.wt) + ((((stdB3.14 - stdB3.wt)^2 + stdB3.14.se^2)^0.5) * gpa.14.wt/sumB3.wt) + ((((stdB3.10 - stdB3.wt)^2 + stdB3.10.se^2)^0.5) * gpa.10.wt/sumB3.wt)) ###Models with hs.engl.x4 ###Variance inflation factors. library(car) ivif.x4.15 <- (vif(gpa.15)[4])^-1 ivif.x4.12 <- (vif(gpa.12)[3])^-1 ivif.x4.13 <- (vif(gpa.13)[3])^-1 ivif.x4.08 <- (vif(gpa.08)[2])^-1 ivif.x4.14 <- (vif(gpa.14)[3])^-1 ivif.x4.10 <- (vif(gpa.10)[2])^-1 ivif.x4.09 <- (vif(gpa.09)[2])^-1 ###Partial standard deviations following Bring (1994). partSD.x4.15 <- ivif.x4.15^0.5 * ((nobs(gpa.15)-1)/(nobs(gpa.15)- (length(coef(gpa.15)) -1)))^0.5 * sd(hs.engl.x4) partSD.x4.12 <- ivif.x4.12^0.5 * ((nobs(gpa.12)-1)/(nobs(gpa.12)- (length(coef(gpa.12)) -1)))^0.5 * sd(hs.engl.x4) partSD.x4.13 <- ivif.x4.13^0.5 * ((nobs(gpa.13)-1)/(nobs(gpa.13)- (length(coef(gpa.13)) -1)))^0.5 * sd(hs.engl.x4) partSD.x4.08 <- ivif.x4.08^0.5 * ((nobs(gpa.08)-1)/(nobs(gpa.08)- (length(coef(gpa.08)) -1)))^0.5 * sd(hs.engl.x4) partSD.x4.14 <- ivif.x4.14^0.5 * ((nobs(gpa.14)-1)/(nobs(gpa.14)- (length(coef(gpa.14)) -1)))^0.5 * sd(hs.engl.x4) partSD.x4.10 <- ivif.x4.10^0.5 * ((nobs(gpa.10)-1)/(nobs(gpa.10)- (length(coef(gpa.10)) -1)))^0.5 * sd(hs.engl.x4) partSD.x4.09 <- ivif.x4.09^0.5 * ((nobs(gpa.09)-1)/(nobs(gpa.09)- (length(coef(gpa.09)) -1)))^0.5 * sd(hs.engl.x4) ###Standardized estimates for hs.engl.x4 using partial SDs. stdB4.15 <- coef(gpa.15)[5] * partSD.x4.15 stdB4.12 <- coef(gpa.12)[4] * partSD.x4.12 stdB4.13 <- coef(gpa.13)[4] * partSD.x4.13 stdB4.08 <- coef(gpa.08)[3] * partSD.x4.08 stdB4.14 <- coef(gpa.14)[4] * partSD.x4.14 stdB4.10 <- coef(gpa.10)[3] * partSD.x4.10 stdB4.09 <- coef(gpa.09)[3] * partSD.x4.09 stdB4.04 <- coef(gpa.04)[2] * sd(hs.engl.x4) ###Estimates of standard errors for standardized estimates of ###hs.engl.x4. stdB4.15.se <- ((coef(summary((gpa.15)))[5,2])^2 * partSD.x4.15^2)^0.5 stdB4.12.se <- ((coef(summary((gpa.12)))[4,2])^2 * partSD.x4.12^2)^0.5 stdB4.13.se <- ((coef(summary((gpa.13)))[4,2])^2 * partSD.x4.13^2)^0.5 stdB4.08.se <- ((coef(summary((gpa.08)))[3,2])^2 * partSD.x4.08^2)^0.5 stdB4.14.se <- ((coef(summary((gpa.14)))[4,2])^2 * partSD.x4.14^2)^0.5 stdB4.10.se <- ((coef(summary((gpa.10)))[3,2])^2 * partSD.x4.10^2)^0.5 stdB4.09.se <- ((coef(summary((gpa.09)))[3,2])^2 * partSD.x4.09^2)^0.5 stdB4.04.se <- ((coef(summary((gpa.04)))[2,2])^2 * (sd(hs.engl.x4))^2)^0.5 ###Renormalize weights for models with hs.engl.x4. sumB4.wt<- sum(gpa.15.wt,gpa.12.wt,gpa.13.wt,gpa.08.wt,gpa.14.wt,gpa.10.wt,gpa.09.wt,gpa.04.wt) ###Model-averaged standardized estimate. stdB4.wt <- ((stdB4.15 * gpa.15.wt) + (stdB4.12 * gpa.12.wt) + (stdB4.13 * gpa.13.wt) + (stdB4.08 * gpa.08.wt) + (stdB4.14 * gpa.14.wt) + (stdB4.10 * gpa.10.wt) + (stdB4.09 * gpa.09.wt) + (stdB4.04 * gpa.04.wt))/sumB4.wt ###Standard error for model-averaged standardized estimate. stdB4.wt.se <- (((((stdB4.15 - stdB4.wt)^2 + stdB4.15.se^2)^0.5) * gpa.15.wt/sumB4.wt) + ((((stdB4.12 - stdB4.wt)^2 + stdB4.12.se^2)^0.5) * gpa.12.wt/sumB4.wt) + ((((stdB4.13 - stdB4.wt)^2 + stdB4.13.se^2)^0.5) * gpa.13.wt/sumB4.wt) + ((((stdB4.08 - stdB4.wt)^2 + stdB4.08.se^2)^0.5) * gpa.08.wt/sumB4.wt) + ((((stdB4.14 - stdB4.wt)^2 + stdB4.14.se^2)^0.5) * gpa.14.wt/sumB4.wt) + ((((stdB4.10 - stdB4.wt)^2 + stdB4.10.se^2)^0.5) * gpa.10.wt/sumB4.wt) + ((((stdB4.09 - stdB4.wt)^2 + stdB4.09.se^2)^0.5) * gpa.09.wt/sumB4.wt) + ((((stdB4.04 - stdB4.wt)^2 + stdB4.04.se^2)^0.5) * gpa.04.wt/sumB4.wt)) ###To convert model-averaged standardized estimates back to given ###covariance structure. Here correlation among all 4 predictors in ###model 15. stdB1.wt*((partSD.x1.15)^-1) ((stdB1.wt.se^2)*((partSD.x1.15)^-2))^0.5 stdB2.wt*((partSD.x2.15)^-1) ((stdB2.wt.se^2)*((partSD.x2.15)^-2))^0.5 stdB3.wt*((partSD.x3.15)^-1) ((stdB3.wt.se^2)*((partSD.x3.15)^-2))^0.5 stdB4.wt*((partSD.x4.15)^-1) ((stdB4.wt.se^2)*((partSD.x4.15)^-2))^0.5 ###Ratio of standardized model-averaged estimates stdB2.wt/stdB1.wt stdB3.wt/stdB1.wt stdB4.wt/stdB1.wt ###AICc weighted average ratios of t-statistics for sat.math.x1. RI.x1.11 <- abs(coef(summary(gpa.11))[2,3])/max(abs(coef(summary(gpa.11))[-1,3])) RI.x1.05 <- abs(coef(summary(gpa.05))[2,3])/max(abs(coef(summary(gpa.05))[-1,3])) RI.x1.06 <- abs(coef(summary(gpa.06))[2,3])/max(abs(coef(summary(gpa.06))[-1,3])) RI.x1.15 <- abs(coef(summary(gpa.15))[2,3])/max(abs(coef(summary(gpa.15))[-1,3])) RI.x1.12 <- abs(coef(summary(gpa.12))[2,3])/max(abs(coef(summary(gpa.12))[-1,3])) RI.x1.13 <- abs(coef(summary(gpa.13))[2,3])/max(abs(coef(summary(gpa.13))[-1,3])) RI.x1.01 <- abs(coef(summary(gpa.01))[2,3])/max(abs(coef(summary(gpa.01))[-1,3])) RI.x1.08 <- abs(coef(summary(gpa.08))[2,3])/max(abs(coef(summary(gpa.08))[-1,3])) avgRI.x1 <- (RI.x1.11*gpa.11.wt + RI.x1.05*gpa.05.wt + RI.x1.06*gpa.06.wt + RI.x1.15*gpa.15.wt + RI.x1.12*gpa.12.wt + RI.x1.13*gpa.13.wt + RI.x1.01*gpa.01.wt + RI.x1.08*gpa.08.wt)/sumB1.wt ###AICc weighted average ratios of t-statistics for sat.verb.x2 RI.x2.11 <- abs(coef(summary(gpa.11))[3,3])/max(abs(coef(summary(gpa.11))[-1,3])) RI.x2.05 <- abs(coef(summary(gpa.05))[3,3])/max(abs(coef(summary(gpa.05))[-1,3])) RI.x2.14 <- abs(coef(summary(gpa.14))[2,3])/max(abs(coef(summary(gpa.14))[-1,3])) RI.x2.15 <- abs(coef(summary(gpa.15))[3,3])/max(abs(coef(summary(gpa.15))[-1,3])) RI.x2.12 <- abs(coef(summary(gpa.12))[3,3])/max(abs(coef(summary(gpa.12))[-1,3])) RI.x2.07 <- abs(coef(summary(gpa.07))[2,3])/max(abs(coef(summary(gpa.07))[-1,3])) RI.x2.09 <- abs(coef(summary(gpa.09))[2,3])/max(abs(coef(summary(gpa.09))[-1,3])) RI.x2.02 <- abs(coef(summary(gpa.02))[2,3])/max(abs(coef(summary(gpa.02))[-1,3])) avgRI.x2 <- (RI.x2.11*gpa.11.wt + RI.x2.05*gpa.05.wt + RI.x2.14*gpa.14.wt + RI.x2.15*gpa.15.wt + RI.x2.12*gpa.12.wt + RI.x2.07*gpa.07.wt + RI.x2.09*gpa.09.wt + RI.x2.02*gpa.02.wt)/sumB2.wt ###AICc weighted average ratios of t-statistics for hs.math.x3 RI.x3.11 <- abs(coef(summary(gpa.11))[4,3])/max(abs(coef(summary(gpa.11))[-1,3])) RI.x3.07 <- abs(coef(summary(gpa.07))[3,3])/max(abs(coef(summary(gpa.07))[-1,3])) RI.x3.06 <- abs(coef(summary(gpa.06))[3,3])/max(abs(coef(summary(gpa.06))[-1,3])) RI.x3.15 <- abs(coef(summary(gpa.15))[4,3])/max(abs(coef(summary(gpa.15))[-1,3])) RI.x3.03 <- abs(coef(summary(gpa.03))[2,3])/max(abs(coef(summary(gpa.03))[-1,3])) RI.x3.13 <- abs(coef(summary(gpa.13))[3,3])/max(abs(coef(summary(gpa.13))[-1,3])) RI.x3.14 <- abs(coef(summary(gpa.14))[3,3])/max(abs(coef(summary(gpa.14))[-1,3])) RI.x3.10 <- abs(coef(summary(gpa.10))[2,3])/max(abs(coef(summary(gpa.10))[-1,3])) avgRI.x3 <- (RI.x3.11*gpa.11.wt + RI.x3.07*gpa.07.wt + RI.x3.06*gpa.06.wt + RI.x3.15*gpa.15.wt + RI.x3.03*gpa.03.wt + RI.x3.13*gpa.13.wt + RI.x3.14*gpa.14.wt + RI.x3.10*gpa.10.wt)/sumB3.wt ###AICc weighted average ratios of t-statistics for hs.engl.x4 RI.x4.15 <- abs(coef(summary(gpa.15))[5,3])/max(abs(coef(summary(gpa.15))[-1,3])) RI.x4.12 <- abs(coef(summary(gpa.12))[4,3])/max(abs(coef(summary(gpa.12))[-1,3])) RI.x4.13 <- abs(coef(summary(gpa.13))[4,3])/max(abs(coef(summary(gpa.13))[-1,3])) RI.x4.08 <- abs(coef(summary(gpa.08))[3,3])/max(abs(coef(summary(gpa.08))[-1,3])) RI.x4.14 <- abs(coef(summary(gpa.14))[4,3])/max(abs(coef(summary(gpa.14))[-1,3])) RI.x4.10 <- abs(coef(summary(gpa.10))[3,3])/max(abs(coef(summary(gpa.10))[-1,3])) RI.x4.09 <- abs(coef(summary(gpa.09))[3,3])/max(abs(coef(summary(gpa.09))[-1,3])) RI.x4.04 <- abs(coef(summary(gpa.04))[2,3])/max(abs(coef(summary(gpa.04))[-1,3])) avgRI.x4 <- (RI.x4.15*gpa.15.wt + RI.x4.12*gpa.12.wt + RI.x4.13*gpa.13.wt + RI.x4.08*gpa.08.wt + RI.x4.14*gpa.14.wt + RI.x4.10*gpa.10.wt + RI.x4.09*gpa.09.wt + RI.x4.04*gpa.04.wt)/sumB4.wt ###To demonstrate that units of sat.math.x1 correlated with 3 predictors ###are not the same units as sat.math.x1 correlated with 2 predictors ###for figure. resid.x1.x2x3 <- lm(sat.math.x1~sat.verb.x2 + hs.math.x3)$resid resid.x1.x2x3x4 <- lm(sat.math.x1~sat.verb.x2 + hs.math.x3 + hs.engl.x4)$resid plot(resid.x1.x2x3x4,gpa.14$resid,xlim=c(-200,300),ylim=c(-0.9,0.9),pch=1,cex=1.5) abline(a=0, b=0.002010) plot(resid.x1.x2x3,gpa.07$resid,xlim=c(-200,300),ylim=c(-0.9,0.9),pch=1,cex=1.5) abline(a=0,b=0.002185)