Table 6.
Sample | Working | Bias | RMSE | Coverage | Power |
---|---|---|---|---|---|
Size | Structure | ||||
100 | Independence | 0.001 | 0.055 | 0.949 | 0.517 |
AR-1 | 0.001 | 0.053 | 0.949 | 0.571 | |
150 | Independence | 0.001 | 0.043 | 0.956 | 0.729 |
AR-1 | 0.001 | 0.041 | 0.953 | 0.781 | |
250 | Independence | 0.000 | 0.034 | 0.954 | 0.923 |
AR-1 | 0.000 | 0.033 | 0.953 | 0.943 | |
400 | Independence | −0.001 | 0.028 | 0.947 | 0.990 |
AR-1 | −0.001 | 0.027 | 0.946 | 0.994 |