Table 2.
Average deviations from nominal 5% level for three tests adjusted using ANOVA models.
| Factor | Test statistic | |||
|---|---|---|---|---|
| Adjusted Wald | Adjusted score | Sup score | ||
| Sample size | 50 | 4.01 | −3.07 | −2.14 |
| 100 | 1.36 | −2.17 | −1.64 | |
| 200 | 0.31 | −1.46 | −1.12 | |
| 400 | −0.13 | −1.04 | −0.82 | |
| Number of time points | 2 | 1.36 | −1.96 | −1.44 |
| 4 | 1.41 | −1.91 | −1.42 | |
| Correlation ρ | 0.00 | 1.42 | −1.87 | −1.37 |
| 0.25 | 1.29 | −2.01 | −1.52 | |
| 0.50 | 1.49 | −1.94 | −1.41 | |
| 0.75 | 1.34 | −1.92 | −1.43 | |