Table V.

Simulation results for modified regression calibration approach, 4000 simulations per design.

		ρqr
		0			0.3			0.6			0.9
λTQ	ρT	Mean±s.d. (range)	C (NSIM)	Coverage (per cent)	Mean±s.d. (range)	C (NSIM)	Coverage (per cent)	Mean±s.d. (range)	C (NSIM)	Coverage (per cent)	Mean±s.d. (range)	C (NSIM)	Coverage (per cent)
(a) n=350
0.9	0.2	0.900±0.029	1.03	94.3	0.900±0.027	1.02	94.6	0.900±0.025	1.01	94.9	0.900±0.023	1.00	94.9
		(0.798,1.005)	(4000)		(0.804,1.001)	(4000)		(0.810,0.998)	(4000)		(0.817,0.991)	(4000)
	0.5	0.900±0.034	1.04	94.2	0.900±0.032	1.04	94.3	0.900±0.031	1.03	94.3	0.900±0.029	1.02	94.7
		(0.786,1.025)	(4000)		(0.792,1.023)	(4000)		(0.799,1.019)	(4000)		(0.807,1.012)	(4000)
	0.8	0.900±0.049	1.06	94.2	0.900±0.048	1.05	94.2	0.900±0.046	1.05	94.3	0.900±0.045	1.05	94.5
		(0.728,1.080)	(4000)		(0.732,1.072)	(4000)		(0.738,1.065)	(4000)		(0.746,1.065)	(4000)
0.667	0.2	0.667±0.046	1.03	94.5	0.667±0.044	1.02	94.6	0.667±0.042	1.01	94.5	0.667±0.040	1.00	94.9
		(0.515,0.865)	(4000)		(0.522,0.862)	(4000)		(0.529,0.855)	(4000)		(0.536,0.842)	(4000)
	0.5	0.668±0.056	1.03	94.3	0.668±0.054	1.03	94.4	0.668±0.052	1.02	94.5	0.668±0.050	1.01	94.7
		(0.483,0.920)	(4000)		(0.498,0.917)	(4000)		(0.513,0.910)	(4000)		(0.513,0.896)	(4000)
	0.8	0.671±0.095	1.03	95.0	0.671±0.093	1.02	94.8	0.671±0.092	1.02	95.0	0.671±0.090	1.01	95.0
		(0.390,1.084)	(4000)		(0.395,1.078)	(4000)		(0.399,1.089)	(4000)		(0.399,1.401)	(4000)
0.333	0.2	0.335±0.054	1.01	95.1	0.335±0.053	1.00	95.3	0.335±0.052	0.99	95.5	0.335±0.052	0.99	95.6
		(0.160,0.577)	(4000)		(0.177,0.575)	(4000)		(0.185,0.567)	(4000)		(0.190,0.550)	(4000)
	0.5	0.338±0.072	0.98	95.2	0.338±0.071	0.98	95.5	0.338±0.070	0.98	95.5	0.338±0.069	0.97	95.8
		(0.125,0.699)	(4000)		(0.139,0.688)	(4000)		(0.156,0.691)	(4000)		(0.150,0.708)	(4000)
	0.8*	0.360±0.150	0.55	99.0	0.359±0.149	0.55	99.1	0.360±0.148	0.54	99.0	0.360±0.148	0.54	98.9
		(0.111,0.986)	(3844)		(0.111,0.992)	(3845)		(0.111,0.999)	(3840)		(0.111,0.989)	(3839)
(b) n=100
0.9	0.2	0.901±0.053	0.98	94.0	0.901±0.050	0.97	94.0	0.901±0.047	0.97	93.8	0.901±0.044	0.95	94.1
		(0.699,1.093)	(4000)		(0.709,1.080)	(4000)		(0.720,1.062)	(4000)		(0.736,1.044)	(4000)
	0.5	0.901±0.063	1.01	93.9	0.901±0.060	1.01	93.9	0.901±0.057	1.01	94.0	0.901±0.054	1.00	94.2
		(0.679,1.159)	(4000)		(0.689,1.144)	(4000)		(0.701,1.124)	(4000)		(0.708,1.095)	(4000)
	0.8	0.903±0.091	1.03	94.0	0.903±0.089	1.03	93.9	0.902±0.086	1.03	94.1	0.902±0.083	1.03	94.4
		(0.615,1.306)	(4000)		(0.621,1.289)	(4000)		(0.631,1.278)	(4000)		(0.630,1.275)	(4000)
0.667	0.2	0.669±0.086	1.03	94.2	0.669±0.083	1.03	94.2	0.669±0.080	1.03	94.2	0.668±0.076	1.03	94.1
		(0.394,1.044)	(4000)		(0.396,1.022)	(4000)		(0.394,0.987)	(4000)		(0.381,0.991)	(4000)
	0.5	0.671±0.107	1.03	94.1	0.671±0.104	1.03	94.3	0.670±0.100	1.03	94.4	0.670±0.096	1.03	94.4
		(0.348,1.206)	(4000)		(0.338,1.178)	(4000)		(0.324,1.135)	(4000)		(0.309,1.083)	(4000)
	0.8	0.685±0.190	0.96	95.5	0.684±0.188	0.96	95.5	0.683±0.185	0.95	95.9	0.683±0.182	0.95	95.9
		(0.088,2.084)	(4000)		(0.085,2.094)	(4000)		(0.082,2.107)	(4000)		(0.078,2.125)	(4000)
0.333	0.2	0.340±0.108	0.99	94.7	0.340±0.107	1.00	94.9	0.339±0.106	1.01	95.1	0.339±0.104	1.00	94.8
		(0.025,0.969)	(4000)		(0.022,1.050)	(4000)		(0.020,1.125)	(4000)		(0.017,1.186)	(4000)
	0.5	0.355±0.182	0.15	96.4	0.354±0.184	0.13	96.6	0.354±0.186	0.12	96.7	0.354±0.188	0.11	96.8
		(0.022,5.035)	(3999)		(0.022,5.447)	(3999)		(0.022,5.830)	(3999)		(0.015,6.16)	(3999)
	0.8*	0.382±0.207	0.26	99.4	0.381±0.204	0.26	99.8	0.382±0.204	0.26	99.5	0.382±0.204	0.24	99.6
		(0.111,0.999)	(2917)		(0.111,0.999)	(2904)		(0.112,0.999)	(2908)		(0.111,0.999)	(2913)

^*Restricted to ${\widehat{\lambda }}_{\mathit{\text{TQ}}}\ge \frac{1}{9}\text{ and }\widehat{\lambda }\le 1.0$.