Table 2.
size | nonlinear | linear | ||||||
---|---|---|---|---|---|---|---|---|
| ||||||||
method | n=500 | n=1000 | n=500 | n=1000 | n=500 | n=1000 | ||
℘=0.2 | p=5 | Wald | 0.046 | 0.053 | 0.217 | 0.440 | 0.549 | 0.891 |
kL | 0.046 | 0.051 | 0.258 | 0.467 | 0.615 | 0.895 | ||
kQ | 0.047 | 0.052 | 0.573 | 0.936 | 0.631 | 0.904 | ||
kG | 0.051 | 0.051 | 0.560 | 0.943 | 0.615 | 0.894 | ||
Omnibus | 0.051 | 0.052 | 0.587 | 0.952 | 0.628 | 0.906 | ||
|
||||||||
p=20 | Wald | 0.025 | 0.033 | 0.095 | 0.209 | 0.220 | 0.590 | |
kL | 0.050 | 0.053 | 0.224 | 0.361 | 0.481 | 0.787 | ||
kQ | 0.048 | 0.049 | 0.500 | 0.768 | 0.444 | 0.786 | ||
kG | 0.051 | 0.055 | 0.338 | 0.576 | 0.486 | 0.796 | ||
Omnibus | 0.050 | 0.049 | 0.430 | 0.722 | 0.458 | 0.791 | ||
| ||||||||
℘=0.5 | p=5 | Wald | 0.045 | 0.055 | 0.542 | 0.889 | 0.622 | 0.936 |
kL | 0.053 | 0.051 | 0.784 | 0.966 | 0.683 | 0.931 | ||
kQ | 0.056 | 0.053 | 0.933 | 1.000 | 0.645 | 0.911 | ||
kG | 0.055 | 0.054 | 0.856 | 0.997 | 0.714 | 0.944 | ||
Omnibus | 0.057 | 0.052 | 0.910 | 0.999 | 0.693 | 0.935 | ||
|
||||||||
p=20 | Wald | 0.027 | 0.035 | 0.228 | 0.595 | 0.229 | 0.666 | |
kL | 0.050 | 0.052 | 0.720 | 0.951 | 0.608 | 0.883 | ||
kQ | 0.053 | 0.055 | 0.813 | 0.985 | 0.561 | 0.851 | ||
kG | 0.050 | 0.052 | 0.731 | 0.960 | 0.634 | 0.906 | ||
Omnibus | 0.051 | 0.053 | 0.793 | 0.982 | 0.599 | 0.882 |