Table 3.
Rejection rates for testing null hypotheses H1211 : ln{θ1211(t)} = 0, H2111 : ln{θ2111(t)} = 0, and H2211 : ln{θ2211(t)} = 0 under different scenarios. Scenarios I, II and III respectively represent null hypotheses H1211, H2111 and H2211, while for scenario IV, all three null hypotheses are false
Scenario | n | H 1211 | H 2111 | H 2211 |
---|---|---|---|---|
I | 400 | 0.059 | 0.999 | 0.991 |
800 | 0.053 | 1.000 | 1.000 | |
1200 | 0.055 | 1.000 | 1.000 | |
II | 400 | 0.992 | 0.064 | 1.000 |
800 | 1.000 | 0.048 | 1.000 | |
1200 | 1.000 | 0.050 | 1.000 | |
III | 400 | 0.233 | 0.937 | 0.050 |
800 | 0.444 | 1.000 | 0.050 | |
1200 | 0.603 | 1.000 | 0.046 | |
IV | 400 | 0.351 | 0.992 | 0.864 |
800 | 0.587 | 1.000 | 0.994 | |
1200 | 0.753 | 1.000 | 0.999 |