Comparing type I error rates (a),(b) and power
(c),(d) of competing tests at 0.05 p-value cutoff, with
not-missing-completely-at-random (NMCAR). For (a) and
(c), p = 20, n = 50. For
(b) and (d), p = 20,
n = 10. In both simulations, the correlation matrix
Σ has diagonal elements:
σii = 1, and off diagonal elements:
σij = ρ (i,
j = 1,…,p).