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Table 2 Empirical significance levels based on 2000 runs at nominal level 5% (two sided) for testing θ 1 = θ 2 = 0.15 using the LRT, Wald, Score and PM for n = 100 subjects and m replicates, ρ1 = ρ2 = ρ.

From: Comparison of two dependent within subject coefficients of variation to evaluate the reproducibility of measurement devices

n = 100 ρ = 0.4 ρ = 0.6 ρ = 0.7
   ρ12 0.1 0.2 0.3 0.1 0.3 0.5 0.1 0.4 0.6
m = 2          
   Wald 0.049 0.048 0.051 0.049 0.050 0.045 0.046 0.050 0.051
   Score 0.050 0.056 0.056 0.053 0.055 0.049 0.051 0.057 0.056
   PM 0.049 0.048 0.052 0.049 0.049 0.050 0.050 0.051 0.051
   LRT 0.048 0.044 0.051 0.044 0.050 0.042 0.042 0.048 0.050
m = 3          
   Wald 0.051 0.050 0.048 0.048 0.049 0.049 0.051 0.047 0.044
   Score 0.051 0.049 0.048 0.050 0.054 0.053 0.057 0.052 0.056
   PM 0.052 0.050 0.052 0.048 0.049 0.049 0.049 0.050 0.048
   LRT 0.050 0.051 0.050 0.047 0.046 0.048 0.048 0.050 0.043
m = 5          
   Wald 0.050 0.049 0.052 0.049 0.048 0.050 0.051 0.050 0.046
   Score 0.053 0.052 0.054 0.054 0.053 0.051 0.052 0.053 0.052
   PM 0.050 0.049 0.053 0.049 0.051 0.050 0.049 0.050 0.047
   LRT 0.049 0.050 0.052 0.048 0.050 0.049 0.047 0.051 0.045