Table 2 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 = 2,000 and ρ = 0 based on 10,000 replicates and 5% significance level
a | p | γ0 | LR | Fieller | Delta |
|---|---|---|---|---|---|
0.1 | 0.1 | 0 | 5.22 | 5.10 | 0.64 |
0.1 | 0.1 | 0.5 | 5.06 | 4.99 | 6.43 |
0.1 | 0.1 | 1 | 4.93 | 4.97 | 8.63 |
0.1 | 0.1 | 1.5 | 5.05 | 5.03 | 9.28 |
0.1 | 0.1 | 2 | 4.93 | 4.92 | 9.50 |
0.1 | 0.3 | 0 | 4.85 | 4.95 | 2.88 |
0.1 | 0.3 | 0.5 | 5.17 | 5.14 | 4.35 |
0.1 | 0.3 | 1 | 4.82 | 4.80 | 4.14 |
0.1 | 0.3 | 1.5 | 5.34 | 5.30 | 4.50 |
0.1 | 0.3 | 2 | 5.10 | 5.12 | 4.69 |
0.3 | 0.1 | 0 | 5.30 | 5.21 | 0.57 |
0.3 | 0.1 | 0.5 | 5.21 | 5.31 | 6.27 |
0.3 | 0.1 | 1 | 5.11 | 5.05 | 8.44 |
0.3 | 0.1 | 1.5 | 4.97 | 4.91 | 8.84 |
0.3 | 0.1 | 2 | 4.83 | 4.83 | 9.20 |
0.3 | 0.3 | 0 | 5.15 | 5.18 | 2.97 |
0.3 | 0.3 | 0.5 | 4.84 | 4.89 | 3.79 |
0.3 | 0.3 | 1 | 5.02 | 5.01 | 4.34 |
0.3 | 0.3 | 1.5 | 5.24 | 5.22 | 4.52 |
0.3 | 0.3 | 2 | 5.20 | 5.21 | 4.81 |