library(MASS)
set.seed(123)
R <- matrix(.5, 3, 3)
diag(R) <- 1
X <- mvrnorm(n = 200, mu = rep(0, 3), Sigma = R, empirical = TRUE)
Beta <- c(.2, .3, .4)
y <- X%*% Beta + .64 * scale(rnorm(200))
seBeta(X, y, Nobs = 200, alpha = .05, estimator = 'ADF')
# 95% CIs for Standardized Regression Coefficients:
#
# lbound estimate ubound
# beta_1 0.104 0.223 0.341
# beta_2 0.245 0.359 0.473
# beta_3 0.245 0.360 0.476
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