Table 2.

Empirical type-I error probability varying N and the nominal value α.

	N = 400	N = 600	N = 800
α = 0.01	0.004547	0.005300	0.004969
α = 0.05	0.025889	0.028244	0.027377
α = 0.1	0.051221	0.055458	0.058005