Table 3.
Empirical performance of LMTV with FDV level r = 10.
ρ | p | k | Empirical FDV | Empirical Power | ||||||
---|---|---|---|---|---|---|---|---|---|---|
n = 400 | 600 | 800 | 1000 | 400 | 600 | 800 | 1000 | |||
40 | 4.07 | 5.45 | 6.44 | 7.11 | 0.08 | 0.23 | 0.40 | 0.59 | ||
800 | 50 | 4.30 | 6.29 | 7.27 | 8.26 | 0.06 | 0.16 | 0.32 | 0.49 | |
60 | 4.33 | 6.63 | 7.48 | 8.42 | 0.05 | 0.12 | 0.25 | 0.42 | ||
40 | 3.30 | 4.59 | 5.79 | 6.82 | 0.06 | 0.18 | 0.35 | 0.52 | ||
3 | 1000 | 50 | 3.49 | 5.42 | 6.43 | 7.03 | 0.05 | 0.13 | 0.26 | 0.43 |
60 | 3.68 | 5.47 | 7.29 | 7.97 | 0.03 | 0.09 | 0.20 | 0.34 | ||
40 | 2.69 | 4.36 | 5.00 | 5.68 | 0.05 | 0.15 | 0.31 | 0.46 | ||
1200 | 50 | 2.97 | 4.22 | 5.73 | 6.43 | 0.03 | 0.11 | 0.21 | 0.36 | |
60 | 2.78 | 4.91 | 5.91 | 7.25 | 0.02 | 0.07 | 0.16 | 0.27 |