Table A.1.

Simulation results for different scenarios under H ₀ (Example 1)

		$n_g=6$			$n_g=24$
		$G=2$	$G=3$	$G=5$	$G=2$	$G=3$	$G=5$
	$r_{sr}$	−0.79 (0.13)	−0.79 (0.10)	−0.79 (0.07)	−0.80 (0.05)	−0.80 (0.04)	−0.80 (0.03)
	$r_{pool}$	−0.78 (0.14)	−0.79 (0.10)	−0.79 (0.08)	−0.80 (0.05)	−0.80 (0.04)	−0.80 (0.03)
$\rho =-0.8$	r naïve	−0.79 (0.13)	−0.79 (0.10)	−0.80 (0.07)	−0.80 (0.05)	−0.80 (0.04)	−0.80 (0.03)
	$r_{XG,B=2}$	−0.60 (0.80)	−0.58 (0.81)	−0.58 (0.82)	−0.60 (0.80)	−0.58 (0.81)	−0.59 (0.81)
	$r_{XG,B=n_g}$	−0.76 (0.23)	−0.76 (0.23)	−0.77 (0.22)	−0.79 (0.08)	−0.79 (0.08)	−0.79 (0.08)
	$r_{Z1,\delta =0}$	−0.79 (0.12)	−0.79 (0.09)	−0.80 (0.07)	−0.80 (0.05)	−0.80 (0.04)	−0.80 (0.03)
	$r_{Z2,\delta =0}$	−0.79 (0.13)	−0.79 (0.10)	−0.80 (0.07)	−0.80 (0.05)	−0.80 (0.04)	−0.80 (0.03)
	$r_{Z1,\delta \ne 0}$	−1.03 (0.20)	−1.02 (0.18)	−1.00 (0.07)	−0.99 (0.05)	−0.99 (0.04)	−0.99 (0.03)
	$r_{Z2,\delta \ne 0}$	−0.79 (0.13)	−0.79 (0.10)	−0.80 (0.07)	−0.80 (0.05)	−0.80 (0.04)	−0.80 (0.03)
	$r_{sr}$	0.00 (0.30)	−0.00 (0.24)	0.00 (0.19)	0.00 (0.15)	0.00 (0.12)	0.00 (0.09)
	$r_{pool}$	−0.01 (0.32)	0.01 (0.26)	−0.00 (0.20)	−0.00 (0.15)	0.00 (0.12)	−0.00 (0.09)
$\rho =0$	r naïve	−0.01 (0.30)	0.01 (0.24)	−0.00 (0.19)	−0.00 (0.15)	0.00 (0.12)	−0.00 (0.09)
	$r_{XG,B=2}$	0.01 (1.00)	0.00 (1.00)	0.00 (1.00)	0.01 (1.00)	0.01 (1.00)	−0.02 (1.00)
	$r_{XG,B=n_g}$	−0.00 (0.45)	0.01 (0.45)	0.00 (0.45)	−0.00 (0.21)	−0.00 (0.21)	−0.00 (0.21)
	$r_{Z1,\delta =0}$	−0.01 (0.29)	0.01 (0.24)	−0.00 (0.18)	−0.00 (0.15)	−0.00 (0.12)	−0.00 (0.09)
	$r_{Z2,\delta =0}$	−0.01 (0.30)	0.01 (0.24)	−0.00 (0.19)	−0.00 (0.15)	−0.00 (0.12)	−0.00 (0.09)
	$r_{Z1,\delta \ne 0}$	−0.08 (0.36)	−0.06 (0.29)	−0.07 (0.22)	−0.06 (0.17)	−0.06 (0.14)	−0.06 (0.11)
	$r_{Z2,\delta \ne 0}$	−0.01 (0.30)	0.01 (0.24)	−0.00 (0.19)	−0.00 (0.15)	−0.00 (0.12)	−0.00 (0.09)
	$r_{sr}$	0.78 (0.13)	0.79 (0.10)	0.79 (0.07)	0.80 (0.05)	0.80 (0.04)	0.80 (0.03)
	$r_{pool}$	0.78 (0.13)	0.79 (0.10)	0.79 (0.08)	0.80 (0.06)	0.80 (0.04)	0.80 (0.03)
$\rho =+0.8$	r naïve	0.78 (0.13)	0.79 (0.10)	0.79 (0.07)	0.80 (0.05)	0.80 (0.04)	0.80 (0.03)
	$r_{XG,B=2}$	0.59 (0.81)	0.60 (0.80)	0.58 (0.82)	0.58 (0.81)	0.59 (0.81)	0.59 (0.81)
	$r_{XG,B=n_g}$	0.77 (0.22)	0.77 (0.22)	0.76 (0.23)	0.79 (0.08)	0.79 (0.08)	0.79 (0.08)
	$r_{Z1,\delta =0}$	0.79 (0.12)	0.79 (0.09)	0.79 (0.07)	0.80 (0.05)	0.80 (0.04)	0.80 (0.03)
	$r_{Z2,\delta =0}$	0.78 (0.13)	0.79 (0.10)	0.79 (0.07)	0.80 (0.05)	0.80 (0.04)	0.80 (0.03)
	$r_{Z1,\delta \ne 0}$	0.88 (0.23)	0.88 (0.11)	0.87 (0.07)	0.87 (0.06)	0.87 (0.05)	0.87 (0.03)
	$r_{Z2,\delta \ne 0}$	0.78 (0.13)	0.79 (0.10)	0.79 (0.07)	0.80 (0.05)	0.80 (0.04)	0.80 (0.03)

Notes. Number in brackets give standard errors