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Empirical sizes and powers (%) for global testing with α1 = 0.05, n1 = n2 = 100, and 1000 replications.
| p | Case 1 | Case 2 | ||||
|---|---|---|---|---|---|---|
|
| ||||||
| Model 1 | Model 2 | Model 3 | Model 1 | Model 2 | Model 3 | |
| Size | ||||||
|
| ||||||
| 100 | 4.1 | 3.2 | 2.9 | 4.4 | 2.9 | 2.8 |
| 400 | 4.8 | 3.8 | 3.7 | 4.0 | 4.1 | 3.5 |
| 1000 | 6.1 | 4.4 | 5.4 | 5.9 | 4.6 | 6.4 |
|
| ||||||
| Power | ||||||
|
| ||||||
| 100 | 71.9 | 64.3 | 67.4 | 95.1 | 97.1 | 96.6 |
| 400 | 88.3 | 86.2 | 83.5 | 82.3 | 77.0 | 82.1 |
| 1000 | 95.1 | 92.6 | 97.9 | 47.3 | 42.0 | 48.1 |
