Table 5 .

Empirical type I error rate when ${\beta }_1=1$ and all other ${\beta }_j=0$ $\left(j\ne 1\right),$ based on multivariate t distribution with 3 d.f., with common correlation structure

Sample size	No. traits	Trait correlation	Nominal type I error rate
			0.05	0.01
100	4	0.2	0.042	0.011
		0.5	0.067	0.019
		0.8	0.057	0.015
	10	0.2	0.088	0.018
		0.5	0.104	0.028
		0.8	0.094	0.030
500	4	0.2	0.059	0.011
		0.5	0.038	0.007
		0.8	0.043	0.009
	10	0.2	0.041	0.016
		0.5	0.059	0.021
		0.8	0.050	0.010
1000	4	0.2	0.052	0.006
		0.5	0.047	0.006
		0.8	0.054	0.009
	10	0.2	0.054	0.010
		0.5	0.058	0.015
		0.8	0.055	0.016

Underlined values are for when empirical type I error exceeds the upper 95% C.I.