n = 30 | (ρ1, ρ2) = (0.7,0.5) (θ1, θ2) =(0.1,0.2) | (ρ1, ρ2) = (0.6, 0.5) (θ1, θ2) = (0.15,0.2) | (ρ1, ρ2) = (0.5, 0.4) (θ1, θ2) = (0.2, 0.3) | ||||||
---|---|---|---|---|---|---|---|---|---|
ρ12 | 0.2 | 0.3 | 0.4 | 0.2 | 0.3 | 0.4 | 0.1 | 0.2 | 0.3 |
m = 2 | |||||||||
Wald | 0.92 | 0.93 | 0.94 | 0.30 | 0.33 | 0.32 | 0.55 | 0.50 | 0.51 |
LRT | 0.94 | 0.95 | 0.96 | 0.35 | 0.33 | 0.34 | 0.60 | 0.56 | 0.54 |
m = 3 | |||||||||
Wald | 0.99 | 1.00 | 1.00 | 0.55 | 0.56 | 0.54 | 0.79 | 0.80 | 0.79 |
LRT | 1.00 | 1.00 | 1.00 | 0.57 | 0.56 | 0.55 | 0.82 | 0.83 | 0.83 |
m = 5 | |||||||||
Wald | 1.00 | 1.00 | 1.00 | 0.80 | 0.82 | 0.84 | 0.96 | 0.95 | 0.97 |
LRT | 1.00 | 1.00 | 1.00 | 0.81 | 0.82 | 0.85 | 0.97 | 0.97 | 0.98 |