TABLE 3.
Empirical power estimates for our proposed test and O'Brien's OLS test
| n = 3 | n = 10 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| m |
|
OLS |
|
|
OLS |
|
|
|||||
| 6 | 0.50 | 0.118 | 0.099 | 0.167 | 0.832 | 0.210 | 0.362 | |||||
| ±0.50 | 0.031 | 0.107 | 0.165 | 0.050 | 0.220 | 0.367 | ||||||
| Stagger | 0.065 | 0.053 | 0.090 | 0.478 | 0.097 | 0.175 | ||||||
| ±Stagger | 0.037 | 0.054 | 0.092 | 0.190 | 0.091 | 0.167 | ||||||
| 26 | 0.50 | 0.196 | 0.210 | 0.465 | 0.999 | 0.624 | 0.902 | |||||
| ±0.50 | 0.031 | 0.206 | 0.461 | 0.049 | 0.628 | 0.910 | ||||||
| Stagger | 0.084 | 0.047 | 0.154 | 0.853 | 0.168 | 0.408 | ||||||
| ±Stagger | 0.047 | 0.047 | 0.015 | 0.368 | 0.165 | 0.410 | ||||||
| 50 | 0.50 | 0.269 | 0.303 | 0.704 | 1 | 0.850 | 0.989 | |||||
| ±0.50 | 0.031 | 0.310 | 0.696 | 0.051 | 0.855 | 0.990 | ||||||
| Stagger | 0.122 | 0.043 | 0.210 | 0.977 | 0.226 | 0.611 | ||||||
| ±Stagger | 0.061 | 0.043 | 0.191 | 0.545 | 0.233 | 0.600 | ||||||
| n = 20 | n = 50 | |||||||||||
| m |
|
OLS |
|
|
OLS |
|
|
|||||
| 6 | 0.50 | 0.95 | 0.30 | 0.52 | 0.999 | 0.392 | 0.631 | |||||
| ±0.50 | 0.05 | 0.316 | 0.517 | 0.211 | 0.379 | 0.635 | ||||||
| Stagger | 0.777 | 0.151 | 0.255 | 0.954 | 0.231 | 0.379 | ||||||
| ±Stagger | 0.308 | 0.147 | 0.253 | 0.5217 | 0.226 | 0.270 | ||||||
| 26 | 0.50 | 1 | 0.842 | 0.985 | 1 | 0.942 | 0.999 | |||||
| ±0.50 | 0.055 | 0.835 | 0.987 | 0.061 | 0.997 | 1 | ||||||
| Stagger | 0.988 | 0.320 | 0.626 | 1 | 0.581 | 0.894 | ||||||
| ±Stagger | 0.657 | 0.335 | 0.638 | 0.937 | 0.582 | 0.893 | ||||||
| 50 | 0.50 | 1 | 0.975 | 0.999 | 1 | 0.997 | 1 | |||||
| ±0.50 | 0.057 | 0.977 | 0.999 | 0.058 | 0.997 | 1 | ||||||
| Stagger | 1 | 0.485 | 0.862 | 1 | 0.815 | 0.988 | ||||||
| ±Stagger | 0.845 | 0.483 | 0.871 | 0.994 | 0.820 | 0.991 | ||||||
Abbreviation: OLS, ordinary least squares.