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. Author manuscript; available in PMC: 2023 Oct 18.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2016 Dec 26;79(5):1415–1437. doi: 10.1111/rssb.12224

Table 1.

Average Type I error of the decorrelated tests with η = 5% where (n, s) = (150, 2).

Method d ρ = 0.25 ρ = 0.4 ρ = 0.6 ρ = 0.75

Dirac Unif[0, 2] Dirac Unif[0, 2] Dirac Unif[0, 2] Dirac Unif[0, 2]
Score 100 5.1% 5.2% 5.1% 4.9% 5.2% 5.1% 4.9% 5.0%
200 5.2% 4.8% 5.3% 4.8% 5.3% 5.6% 4.7% 4.6%
500 6.1% 6.4% 5.5% 4.6% 4.2% 4.4% 3.9% 3.7%

Wald 100 5.2% 5.3% 5.1% 5.0% 5.2% 4.9% 5.0% 5.1%
200 5.4% 4.7% 5.3% 4.8% 4.6% 4.7% 4.3% 4.6%
500 6.3% 6.1% 5.9% 5.5% 5.8% 4.2% 4.5% 3.9%

PLRT 100 4.9% 4.8% 5.1% 5.2% 5.0% 5.2% 4.8% 4.7%
200 5.7% 5.5% 5.3% 5.5% 4.8% 5.6% 4.6% 4.5%
500 6.2% 6.2% 5.9% 5.3% 4.5% 4.2% 3.8% 3.6%