Table 2.

Comparisons of the rejection rates for score test statistics under Ω₁ and Ω₂. Three differing sample sizes {20, 40, 80} and 1,000 simulated datasets were used for each case and two significance levels, 5% and 1%, were considered. The null and alternative hypotheses were, respectively, given by H₀ : β_·,2 = 0 and H₁ : β_·,2 ≠ 0. Two methods including the resampling method (RE) and χ² distribution [χ²(6)] were used to calculate the rejection rates

	n = 20				n = 40				n = 80
	5%		1%		5%		1%		5%		1%
β·,2	RE	χ2(6)	RE	χ2(6)	RE	χ2(6)	RE	χ2(6)	RE	χ2(6)	RE	χ2(6)
Ω1
0 × 16	0.143	0.031	0.037	0	0.067	0.043	0.026	0.007	0.067	0.037	0.017	0.003
0.2 × 16	0.513	0.177	0.253	0.011	0.957	0.883	0.796	0.461	1	1	0.991	0.971
0.4 × 16	0.597	0.213	0.293	0.022	0.993	0.951	0.832	0.481	1	1	1	1
0.6 × 16	0.773	0.442	0.520	0.042	1	1	1	0.983	1	1	1	1
Ω2
0 × 16	0.126	0.023	0.037	0	0.063	0.037	0.017	0.003	0.061	0.033	0.013	0.003
0.2 × 16	0.581	0.221	0.302	0.010	0.977	0.953	0.851	0.491	1	1	0.991	0.991
0.4 × 16	0.602	0.227	0.321	0.032	0.991	0.981	0.871	0.562	1	1	1	1
0.6 × 16	0.903	0.51	0.611	0.051	1	1	1	0.981	1	1	1	1