Table 2.
Test | Design 1 (D1) | Design 2 (D2) | ||||||
---|---|---|---|---|---|---|---|---|
ρ = 0 | ρ = .2 | ρ = .5 | ρ = .7 | ρ = 0 | ρ = .2 | ρ = .5 | ρ = .7 | |
Normal errors | ||||||||
Wald | .0674 | .0728 | .0854 | .0808 | .0612 | .0697 | .1000 | .1130 |
Parametric bootstrap | ||||||||
B = 100 | .0503 | .0503 | .0522 | .0500 | .0513 | .0510 | .0529 | .0540 |
B = 200 | .0513 | .0522 | .0507 | .0544 | .0460 | .0489 | .0508 | .0537 |
Semi‐parametric bootstrap | ||||||||
B = 100 | .0513 | .0519 | .0522 | .0541 | .0457 | .0462 | .0465 | .0510 |
B = 200 | .0494 | .0479 | .0505 | .0499 | .0508 | .0475 | .0458 | .0561 |
Contaminated normal errors | ||||||||
Wald | .0522 | .0625 | .0820 | .0917 | .0547 | .0688 | .1071 | .1223 |
Parametric bootstrap | ||||||||
B = 100 | .0434 | .0483 | .0475 | .0559 | .0411 | .0448 | .0615 | .0698 |
B = 200 | .0382 | .0411 | .0494 | .0612 | .0391 | .0425 | .0552 | .0677 |
Semi‐parametric bootstrap | ||||||||
B = 100 | .0442 | .0436 | .0506 | .0508 | .0392 | .0446 | .0544 | .0577 |
B = 200 | .0428 | .0432 | .0464 | .0518 | .0408 | .0456 | .0587 | .0584 |