Table I.
Simulation results (Set I) comparing correlation modeling (M) with conventional assumption of exchangeable correlation of constant magnitude (C). ECP is empirical coverage probability for 95% confidence intervals for β1. Details of the simulation settings are provided in the text.
Correlation level | Very high | High | Moderate | Low | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
True β1 | 0.81 | 0.90 | 1.35 | 0.81 | 0.90 | 1.35 | 0.81 | 0.90 | 1.35 | 0.81 | 0.90 | 1.35 |
Bias (M) | 0.01 | 0.04 | 0.11 | 0.05 | 0.04 | 0.10 | 0.01 | 0.01 | 0.06 | 0.01 | 0.02 | 0.05 |
Bias (C) | 0.00 | 0.03 | 0.10 | 0.03 | 0.03 | 0.03 | 0.00 | 0.00 | 0.02 | 0.01 | 0.01 | 0.02 |
Rel. Bias (M) | 0.01 | 0.04 | 0.08 | 0.06 | 0.04 | 0.07 | 0.01 | 0.01 | 0.04 | 0.01 | 0.02 | 0.03 |
Rel. Bias (C) | 0.00 | 0.03 | 0.07 | 0.03 | 0.04 | 0.02 | 0.00 | 0.00 | 0.00 | 0.01 | 0.01 | 0.02 |
Rel. Eff. | 0.78 | 0.84 | 0.91 | 0.89 | 0.87 | 0.91 | 0.88 | 1.00 | 1.01 | 1.01 | 0.99 | 1.03 |
Rel. MSE | 0.81 | 0.89 | 0.95 | 0.98 | 0.94 | 0.99 | 0.94 | 1.08 | 1.06 | 1.06 | 1.05 | 1.10 |
Emp. power (M) | 0.71 | 0.78 | 0.93 | 0.93 | 0.95 | 1.00 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
Emp. power (C) | 0.60 | 0.69 | 0.86 | 0.89 | 0.90 | 0.98 | 0.98 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 |
ECP (M) | 0.93 | 0.95 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.94 | 0.95 | 0.94 | 0.94 |
ECP (C) | 0.95 | 0.95 | 0.95 | 0.94 | 0.95 | 0.96 | 0.95 | 0.96 | 0.94 | 0.95 | 0.95 | 0.95 |