Table 6.

Observed coverage of the interaction effect between treatment effect and covariate (age) in each of the models, with a nominal coverage of 95% in the presence of high but plausible heterogeneity in the interaction effect

No. of trials	Model 1	Model 2	Model 3	Model 4	Model 5	Model 6	Model 7
6	0.89400 (0.00688)	0.88500 (0.00713)	0.83850 (0.00823)	0.89450 (0.00687)	0.88550 (0.00712)	0.83850 (0.00823)	0.94350 (0.00516)
10	0.92250 (0.00598)	0.92100 (0.00603)	0.88950 (0.00701)	0.92250 (0.00598)	0.92150 (0.00601)	0.88950 (0.00701)	0.95250 (0.00476)
16	0.92850 (0.00576)	0.92600 (0.00585)	0.90800 (0.00646)	0.92900 (0.00574)	0.92700 (0.00582)	0.90800 (0.00646)	0.94900 (0.00492)
20	0.93350 (0.00557)	0.93900 (0.00535)	0.92350 (0.00594)	0.93400 (0.00555)	0.93450 (0.00553)	0.92350 (0.00594)	0.94050 (0.00529)
26	0.94150 (0.00525)	0.94300 (0.00518)	0.93250 (0.00561)	0.94150 (0.00525)	0.94250 (0.00521)	0.93250 (0.00561)	0.95300 (0.00473)
30	0.93150 (0.00565)	0.93300 (0.00559)	0.91750 (0.00615)	0.93150 (0.00565)	0.93400 (0.00555)	0.91750 (0.00615)	0.94900 (0.00492)
40	0.94650 (0.00503)	0.93800 (0.00539)	0.93250 (0.00561)	0.94650 (0.00503)	0.93700 (0.00543)	0.93250 (0.00561)	0.94450 (0.00512)
50	0.94700 (0.00501)	0.94950 (0.00490)	0.93400 (0.00555)	0.94700 (0.00501)	0.94900 (0.00492)	0.93400 (0.00555)	0.95400 (0.00468)

Values in brackets are Monte Carlo standard errors