Table 1.
size | nonlinear | linear | ||||||
---|---|---|---|---|---|---|---|---|
| ||||||||
method | n=500 | n=1000 | n=500 | n=1000 | n=500 | n=1000 | ||
℘=0.2 | p=5 | Wald | 0.050 | 0.050 | 0.317 | 0.519 | 0.543 | 0.791 |
kL | 0.048 | 0.052 | 0.361 | 0.588 | 0.530 | 0.778 | ||
kQ | 0.037 | 0.044 | 0.801 | 0.987 | 0.493 | 0.745 | ||
kG | 0.033 | 0.039 | 0.994 | 1.000 | 0.611 | 0.909 | ||
Omnibus | 0.035 | 0.043 | 0.990 | 1.000 | 0.572 | 0.881 | ||
Crump | 0.069 | 0.063 | 0.361 | 0.559 | 0.582 | 0.795 | ||
|
||||||||
p=20 | Wald | 0.051 | 0.046 | 0.275 | 0.401 | 0.458 | 0.693 | |
kL | 0.044 | 0.047 | 0.318 | 0.541 | 0.498 | 0.745 | ||
kQ | 0.028 | 0.031 | 0.653 | 0.933 | 0.425 | 0.679 | ||
kG | 0.043 | 0.046 | 0.386 | 0.779 | 0.511 | 0.774 | ||
Omnibus | 0.032 | 0.037 | 0.603 | 0.921 | 0.461 | 0.736 | ||
Crump | 0.099 | 0.062 | 0.388 | 0.459 | 0.561 | 0.733 | ||
| ||||||||
℘=0.5 | p=5 | Wald | 0.044 | 0.042 | 0.275 | 0.414 | 0.429 | 0.665 |
kL | 0.054 | 0.051 | 0.316 | 0.480 | 0.466 | 0.709 | ||
kQ | 0.041 | 0.051 | 0.893 | 0.985 | 0.371 | 0.613 | ||
kG | 0.041 | 0.045 | 0.998 | 1.000 | 0.604 | 0.910 | ||
Omnibus | 0.046 | 0.048 | 0.995 | 1.000 | 0.530 | 0.866 | ||
Crump | 0.077 | 0.075 | 0.302 | 0.434 | 0.447 | 0.671 | ||
|
||||||||
p=20 | Wald | 0.039 | 0.041 | 0.215 | 0.319 | 0.357 | 0.562 | |
kL | 0.049 | 0.046 | 0.297 | 0.470 | 0.474 | 0.706 | ||
kQ | 0.045 | 0.039 | 0.818 | 0.969 | 0.390 | 0.623 | ||
kG | 0.047 | 0.046 | 0.706 | 0.990 | 0.517 | 0.808 | ||
Omnibus | 0.040 | 0.040 | 0.816 | 0.987 | 0.469 | 0.763 | ||
Crump | 0.080 | 0.064 | 0.325 | 0.361 | 0.455 | 0.625 |