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). |