Table 3.

Coverage frequencies from 500 replications using least squares Bonferroni band and least squares Bootstrap band.

n	1 − α	Coverage frequency least squares Bonferroni		Coverage frequency least squares bootstrap
		σ = 0.5	σ = 0.3	σ = 0.5	σ = 0.3
60	0.950	0.990	0.988	0.742	0.744
	0.990	0.994	0.994	0.856	0.864
100	0.950	0.996	0.998	0.678	0.712
	0.990	0.998	1.000	0.860	0.870
200	0.950	0.988	0.992	0.710	0.734
	0.990	1.000	1.000	0.856	0.888
300	0.950	0.988	0.998	0.704	0.720
	0.990	1.000	1.000	0.868	0.870
500	0.950	0.996	0.998	0.718	0.732
	0.990	1.000	1.000	0.856	0.860