ρxz ρyz N   TypeI error Coverage probability
Mean Variance Mean Variance Mean Variance
0.305 0.305 100 theoretical 0.373 0.012 0.373 0.0122 0 0.0073 0.05 95
      empirical 0.37 0.0128 0.373 0.0131 -0.002 0.0075 0.051 94.6
    400 theoretical 0.373 0.0031 0.373 0.0031 0 0.0018 0.05 95
      empirical 0.373 0.003 0.372 0.0031 0.001 0.0019 0.048 95.1
0.5 0.5 100 theoretical 0.611 0.0086 0.611 0.0087 0 0.0065 0.05 95
      empirical 0.61 0.0094 0.612 0.0096 -0.002 0.0068 0.039 94.5
    400 theoretical 0.611 0.0022 0.611 0.0022 0 0.0016 0.05 95
      empirical 0.612 0.0022 0.611 0.0022 0.001 0.0017 0.048 95
0.305 0.5 100 theoretical 0.373 0.012 0.611 0.0087 -0.238 0.0071 ---- 95
      empirical 0.37 0.0132 0.612 0.0094 -0.242 0.0075 ---- 94.3
    400 theoretical 0.373 0.0031 0.611 0.0022 -0.238 0.0018 ---- 95
      empirical 0.373 0.003 0.611 0.0022 -0.238 0.0018 ---- 95
ICCx and ICCy estimated from simulated data (type 2 simulations). Simulation results are based on 4000 simulations
Table 3: Simulation results for the estimation of in (14).