|
Empirical significance levels based on 2000 runs at nominal level 5% (two sided) for testing θ1 = θ2 = 0.15 using the LRT, Wald, Score and PM for n = 100 subjects and m replicates, ρ1 = ρ2 = ρ. |
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| n = 100 |
ρ = 0.4 |
ρ = 0.6 |
ρ = 0.7 |
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|
|
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| ρ12 |
0.1 |
0.2 |
0.3 |
0.1 |
0.3 |
0.5 |
0.1 |
0.4 |
0.6 |
| m = 2 |
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| Wald |
0.049 |
0.048 |
0.051 |
0.049 |
0.050 |
0.045 |
0.046 |
0.050 |
0.051 |
| Score |
0.050 |
0.056 |
0.056 |
0.053 |
0.055 |
0.049 |
0.051 |
0.057 |
0.056 |
| PM |
0.049 |
0.048 |
0.052 |
0.049 |
0.049 |
0.050 |
0.050 |
0.051 |
0.051 |
| LRT |
0.048 |
0.044 |
0.051 |
0.044 |
0.050 |
0.042 |
0.042 |
0.048 |
0.050 |
| m = 3 |
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| Wald |
0.051 |
0.050 |
0.048 |
0.048 |
0.049 |
0.049 |
0.051 |
0.047 |
0.044 |
| Score |
0.051 |
0.049 |
0.048 |
0.050 |
0.054 |
0.053 |
0.057 |
0.052 |
0.056 |
| PM |
0.052 |
0.050 |
0.052 |
0.048 |
0.049 |
0.049 |
0.049 |
0.050 |
0.048 |
| LRT |
0.050 |
0.051 |
0.050 |
0.047 |
0.046 |
0.048 |
0.048 |
0.050 |
0.043 |
| m = 5 |
|||||||||
| Wald |
0.050 |
0.049 |
0.052 |
0.049 |
0.048 |
0.050 |
0.051 |
0.050 |
0.046 |
| Score |
0.053 |
0.052 |
0.054 |
0.054 |
0.053 |
0.051 |
0.052 |
0.053 |
0.052 |
| PM |
0.050 |
0.049 |
0.053 |
0.049 |
0.051 |
0.050 |
0.049 |
0.050 |
0.047 |
| LRT |
0.049 |
0.050 |
0.052 |
0.048 |
0.050 |
0.049 |
0.047 |
0.051 |
0.045 |
Shoukri et al. BMC Medical Research Methodology 2008 8:24 doi:10.1186/1471-2288-8-24 |
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