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. Author manuscript; available in PMC: 2017 May 11.
Published in final edited form as: J Multivar Anal. 2014 Apr 5;130:176–193. doi: 10.1016/j.jmva.2014.03.012

Table 1.

Empirical size of the test under different cell partitions (Scenario I). m = 500, E(N) = 1750, β3 = 1, ρ13 = ρ23 = 0, σα = 1, σε = .5, K = 2000. L denotes the number of cells for the test statistic.

L α Emp. Size α Emp. Size
8 (x1) 0.05 0.052 0.1 0.103
3×4 (x1, x2) 0.05 0.053 0.1 0.108
5×4 (x1, x3) 0.05 0.045 0.1 0.094
6×7 (x2, x3) 0.05 0.047 0.1 0.096