Table 3.

Type I Error^a and Power of Fixed-Threshold and VT Methods

n	α	Asymptotic			Permutation
		T1	T5	VT	T1	T5	VT	Priceb
H0 : βj = 0
500	10−2	0.91	0.96	0.84	0.62	0.72	0.90	0.88
	10−3	0.79	0.85	0.57	0.54	0.61	0.83	0.83
1000	10−2	0.96	0.99	0.86	0.73	0.81	0.93	0.93
	10−3	0.88	0.90	0.66	0.68	0.70	0.89	0.88
H1 : β1 = … = β10 = x, β11 = 0
500	10−2	0.39	0.59	0.66	0.34	0.55	0.67	0.67
	10−3	0.15	0.29	0.36	0.13	0.27	0.40	0.39
1000	10−2	0.50	0.61	0.68	0.46	0.58	0.69	0.69
	10−3	0.23	0.33	0.40	0.21	0.30	0.43	0.43
H1 : β1 = … = β11 = x
500	10−2	0.29	0.82	0.71	0.25	0.80	0.72	0.71
	10−3	0.10	0.57	0.42	0.09	0.54	0.46	0.45
1000	10−2	0.35	0.82	0.68	0.32	0.81	0.69	0.68
	10−3	0.13	0.57	0.41	0.12	0.54	0.44	0.42

^aDivided by α.

^bVT method of Price et al.⁹