Table 1 Estimated sizes (in %) for testing H0 : γ = γ0 for the LR, Fieller’s and delta methods with a = 0.1 and 0.3, p = 0.1 and 0.3, n = 1,000 and ρ = 0 based on 10,000 replicates and 5% significance level
a | p | γ0 | LR | Fieller | Delta |
|---|---|---|---|---|---|
0.1 | 0.1 | 0 | 4.96 | 4.87 | 0.24 |
0.1 | 0.1 | 0.5 | 5.11 | 5.00 | 6.24 |
0.1 | 0.1 | 1 | 4.89 | 4.80 | 10.27 |
0.1 | 0.1 | 1.5 | 5.30 | 5.23 | 11.13 |
0.1 | 0.1 | 2 | 4.96 | 4.98 | 11.16 |
0.1 | 0.3 | 0 | 4.92 | 4.90 | 2.86 |
0.1 | 0.3 | 0.5 | 5.29 | 5.24 | 3.13 |
0.1 | 0.3 | 1 | 4.71 | 4.74 | 3.77 |
0.1 | 0.3 | 1.5 | 5.19 | 5.02 | 5.15 |
0.1 | 0.3 | 2 | 5.02 | 4.90 | 5.47 |
0.3 | 0.1 | 0 | 5.10 | 5.07 | 0.26 |
0.3 | 0.1 | 0.5 | 5.05 | 5.05 | 5.73 |
0.3 | 0.1 | 1 | 5.04 | 5.00 | 10.33 |
0.3 | 0.1 | 1.5 | 5.09 | 5.07 | 11.51 |
0.3 | 0.1 | 2 | 5.13 | 5.19 | 11.34 |
0.3 | 0.3 | 0 | 4.94 | 4.85 | 2.79 |
0.3 | 0.3 | 0.5 | 4.91 | 4.92 | 2.90 |
0.3 | 0.3 | 1 | 5.24 | 5.23 | 4.46 |
0.3 | 0.3 | 1.5 | 5.07 | 5.05 | 5.05 |
0.3 | 0.3 | 2 | 4.82 | 4.89 | 5.12 |