Table 1
Joint Tests for H0a; A = ¾2 =0
0 I-L
Frequency of Rejections in 2000 Replications
Weight Matrix is ROOK
|
LM H |
½ = 0:0 |
LM H |
½ = 0:2 |
LM H |
½ = 0:5 | ||||||
|
N, |
T |
A |
GHM |
LRJj |
GHM |
LRJj |
GHM |
LRJj | |||
|
25, |
3 |
0.0 |
0.021 |
0.022 |
0.048 |
0.241 |
0.351 |
0.379 |
0.825 |
0.961 |
0.963 |
|
0.1 |
0.073 |
0.074 |
0.089 |
0.359 |
0.386 |
0.405 |
0.875 |
0.967 |
0.970 | ||
|
0.2 |
0.154 |
0.198 |
0.219 |
0.474 |
0.432 |
0.473 |
0.920 |
0.969 |
0.973 | ||
|
0.3 |
0.277 |
0.414 |
0.435 |
0.605 |
0.566 |
0.633 |
0.944 |
0.970 |
0.980 | ||
|
0.4 |
0.469 |
0.688 |
0.728 |
0.727 |
0.711 |
0.788 |
0.963 |
0.976 |
0.989 | ||
|
0.5 |
0.634 |
0.876 |
0.900 |
0.845 |
0.844 |
0.909 |
0.983 |
0.980 |
0.996 | ||
|
0.6 |
0.832 |
0.967 |
0.976 |
0.934 |
0.953 |
0.978 |
0.989 |
0.988 |
0.998 | ||
|
0.7 |
0.950 |
0.999 |
1.000 |
0.973 |
0.984 |
0.996 |
0.997 |
0.996 |
0.999 | ||
|
0.8 |
0.987 |
1.000 |
1.000 |
0.995 |
0.999 |
1.000 |
0.999 |
0.997 |
1.000 | ||
|
0.9 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 | ||
|
25, |
7 |
0.0 |
0.038 |
0.039 |
0.061 |
0.805 |
0.895 |
0.890 |
1.000 |
1.000 |
1.000 |
|
0.1 |
0.115 |
0.144 |
0.151 |
0.916 |
0.940 |
0.916 |
1.000 |
1.000 |
1.000 | ||
|
0.2 |
0.299 |
0.450 |
0.463 |
0.962 |
0.949 |
0.947 |
1.000 |
1.000 |
1.000 | ||
|
0.3 |
0.611 |
0.827 |
0.836 |
0.986 |
0.984 |
0.986 |
1.000 |
1.000 |
1.000 | ||
|
0.4 |
0.866 |
0.983 |
0.984 |
0.997 |
0.997 |
0.997 |
1.000 |
1.000 |
1.000 | ||
|
0.5 |
0.975 |
0.999 |
0.999 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 | ||
|
0.6 |
0.999 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 | ||
|
49, |
3 |
0.0 |
0.035 |
0.041 |
0.062 |
0.440 |
0.608 |
0.613 |
0.979 |
0.999 |
0.999 |
|
0.1 |
0.120 |
0.133 |
0.135 |
0.613 |
0.638 |
0.633 |
0.996 |
1.000 |
1.000 | ||
|
0.2 |
0.289 |
0.384 |
0.403 |
0.786 |
0.750 |
0.767 |
0.999 |
1.000 |
1.000 | ||
|
0.3 |
0.513 |
0.724 |
0.738 |
0.902 |
0.860 |
0.895 |
1.000 |
1.000 |
1.000 | ||
|
0.4 |
0.782 |
0.948 |
0.956 |
0.965 |
0.946 |
0.969 |
1.000 |
1.000 |
1.000 | ||
|
0.5 |
0.920 |
0.992 |
0.992 |
0.989 |
0.994 |
0.997 |
1.000 |
1.000 |
1.000 | ||
|
0.6 |
0.993 |
1.000 |
1.000 |
1.000 |
0.999 |
1.000 |
1.000 |
1.000 |
1.000 | ||
|
0.7 |
0.999 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 | ||
|
49, |
7 |
0.0 |
0.033 |
0.040 |
0.050 |
0.977 |
0.996 |
0.994 |
1.000 |
1.000 |
1.000 |
|
0.1 |
0.188 |
0.259 |
0.263 |
0.994 |
0.997 |
0.996 |
1.000 |
1.000 |
1.000 | ||
|
0.2 |
0.563 |
0.779 |
0.775 |
0.999 |
0.999 |
1.000 |
1.000 |
1.000 |
1.000 | ||
|
0.3 |
0.895 |
0.984 |
0.986 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 | ||
|
0.4 |
0.993 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 | ||
|
0.5 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
1.000 |
11