Table 5.
Robustness of the tests for H20. Empirical sizes and powers of the tests for testing H20 at the nominal level 0.05 for n = 500 and h = 0.2 when 50% of the marks are missing. The bandwidths are h1 = 0.1 and h2 = h. Each entry is based on 500 Gaussian multipliers samples and 500 repetitions.
| Size/Power |
|||||||||
|---|---|---|---|---|---|---|---|---|---|
| Model | (α, β, γ) | ||||||||
| rk(w) is misspecified | |||||||||
| M2 | (−0.69, 0, 0.3) | 5.0 | 3.8 | 5.4 | 6.2 | ||||
| M3 | (−0.6, 0.6, 0.3) | 24.0 | 25.2 | 34.2 | 36.0 | ||||
| M4 | (−1.2, 1.2, 0.3) | 60.8 | 66.6 | 72.8 | 78.4 | ||||
| M5 | (−1.5, 1.5, 0.3) | 76.6 | 82.0 | 85.8 | 88.8 | ||||
| gk (a|t, v, z) is misspecified | |||||||||
| M2 | (−0.69, 0, 0.3) | 4.8 | 6.6 | 6.0 | 5.8 | ||||
| M3 | (−0.6, 0.6, 0.3) | 17.2 | 18.0 | 28.4 | 28.2 | ||||
| M4 | (−1.2, 1.2, 0.3) | 44.8 | 47.2 | 56.4 | 61.0 | ||||
| M5 | (−1.5, 1.5, 0.3) | 58.0 | 60.4 | 68.6 | 73.2 | ||||
| rk (w) and gk (a|t, v, z) are misspecified | |||||||||
| M2 | (−0.69, 0, 0.3) | 4.0 | 4.8 | 4.4 | 4.4 | ||||
| M3 | (−0.6, 0.6, 0.3) | 16.6 | 19.6 | 26.8 | 26.6 | ||||
| M4 | (−1.2, 1.2, 0.3) | 43.2 | 46.6 | 55.6 | 60.6 | ||||
| M5 | (−1.5, 1.5, 0.3) | 53.8 | 58.8 | 67.4 | 71.4 | ||||
| missing-at-random assumption is violated | |||||||||
| M2 | (−0.69, 0, 0.3) | 6.8 | 6.0 | 7.6 | 7.8 | ||||
| M3 | (−0.6, 0.6, 0.3) | 28.6 | 33.6 | 39.6 | 42.0 | ||||
| M4 | (−1.2, 1.2, 0.3) | 61.8 | 67.0 | 74.0 | 78.4 | ||||
| M5 | (−1.5, 1.5, 0.3) | 77.4 | 81.6 | 85.4 | 89.2 | ||||