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. 2010 May 19;11(4):661–673. doi: 10.1093/biostatistics/kxq035

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© 2010 The Author(s)

This is an Open Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http://creativecommons.org/licenses/by-nc/2.5), which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Fig. 3. — Effect of correlation between variables. This figure shows the results of 100 simulations under each of H₀ and H₁ for binomial data with N = 100,K = 200 and P = 3450 when the variables are intercorrelated according to an AR(1) model with lag 1 correlations 0.5. (a) No correction for correlation. (b) Correction using estimated inverse correlation matrix from a sample of size 200. (c) Correction using a sample of size 500. (d) Correction using a sample of size 1000.