Table 4.

Power and robustness study (Scenario IV). L = 8, K = 2000, D = 1000, (ρ₁₃, ρ₂₃) = (.5, .6), β₃ = 0.1, σ_α = 1, σ_ε = .5. Note: The standard deviation (std.dev.) relates to variation across the randomly generated 1000 covariate matrices X. Each number was obtained as the mean over 1000 simulated covariate matrices X and for each generated X, K = 2000 iterations were used to simulate the response vector Y.

	m= 500, EN = 1750		m = 50, EN = 175
	Mean Power	std.dev.	Mean Power	std.dev.
Cell Variable x3	0.873	0.035	0.122	0.028
Wald Test on x3	0.059	0.024	0.065	0.026
Misspecification of the error term distribution
εij simulated from t3
Cell Variable x3	0.873	0.035	0.123	0.030
Wald Test on x3	0.059	0.024	0.065	0.026
εij simulated from t5
Cell Variable x3	0.873	0.035	0.122	0.029
Wald Test on x3	0.060	0.025	0.066	0.030
Misspecification of the random effect distribution
αi simulated from t3
Cell Variable x3	0.878	0.032	0.139	0.033
Wald Test on x3	0.061	0.027	0.067	0.031
αi simulated from t5
Cell Variable x3	0.872	0.035	0.126	0.030
Wald Test on x3	0.061	0.026	0.067	0.031