Table 2.
Empirical type I error and nominal significance level at θb = 0.4 and n+ = m+ = 1000.
Nominal level | .01 | .001 | 10−4 | 10−5 | 10−6 | 10−7 | 10−8 |
Empirical level | .0098 | .00099 | 9.7 × 10−5 | 9.8 × 10−6 | 9.7 × 10−7 | 9.5 × 10−8 | 9.8 × 10−9 |
Empirical type I error and nominal significance level at θb = 0.4 and n+ = m+ = 1000.
Nominal level | .01 | .001 | 10−4 | 10−5 | 10−6 | 10−7 | 10−8 |
Empirical level | .0098 | .00099 | 9.7 × 10−5 | 9.8 × 10−6 | 9.7 × 10−7 | 9.5 × 10−8 | 9.8 × 10−9 |