|  |  | True covariance structure | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |  |  | IND | AR1 | UNS | ||||||||||||
 |  |  | LMM working covariance |  |  | LMM working covariance |  |  | LMM working covariance |  |  | ||||||
( m, n ) | β 1 | β 2 | IND | AR1 | UNS | SMA | UMA | IND | AR1 | UNS | SMA | UMA | IND | AR1 | UNS | SMA | UMA |
(5,5) | 0 | 0 | 0.052 | 0.071 | 0.230 | 0.059 | 0.052 | 0.188 | 0.079 | 0.230 | 0.050 | 0.043 | 0.045 | 0.075 | 0.252 | 0.059 | 0.041 |
 | 0.25 | 0.020 | 0.097 | 0.118 | 0.258 | 0.086 | 0.064 | 0.264 | 0.129 | 0.288 | 0.081 | 0.064 | 0.120 | 0.169 | 0.352 | 0.112 | 0.065 |
 | 0.35 | 0.040 | 0.197 | 0.216 | 0.373 | 0.181 | 0.080 | 0.418 | 0.251 | 0.418 | 0.168 | 0.070 | 0.287 | 0.378 | 0.590 | 0.289 | 0.140 |
(5,10) | 0 | 0 | 0.052 | 0.070 | 0.100 | 0.053 | 0.046 | 0.165 | 0.072 | 0.109 | 0.047 | 0.055 | 0.035 | 0.060 | 0.101 | 0.040 | 0.042 |
 | 0.25 | 0.020 | 0.114 | 0.133 | 0.165 | 0.107 | 0.057 | 0.317 | 0.146 | 0.194 | 0.115 | 0.083 | 0.159 | 0.212 | 0.315 | 0.171 | 0.124 |
 | 0.35 | 0.040 | 0.352 | 0.370 | 0.429 | 0.338 | 0.188 | 0.577 | 0.393 | 0.443 | 0.315 | 0.183 | 0.565 | 0.634 | 0.765 | 0.565 | 0.428 |
(5,30) | 0 | 0 | 0.044 | 0.065 | 0.069 | 0.043 | 0.051 | 0.177 | 0.056 | 0.064 | 0.053 | 0.051 | 0.051 | 0.065 | 0.065 | 0.058 | 0.053 |
 | 0.25 | 0.020 | 0.305 | 0.320 | 0.331 | 0.296 | 0.163 | 0.530 | 0.316 | 0.335 | 0.287 | 0.171 | 0.458 | 0.513 | 0.629 | 0.466 | 0.393 |
 | 0.35 | 0.040 | 0.785 | 0.792 | 0.809 | 0.772 | 0.532 | 0.910 | 0.809 | 0.810 | 0.775 | 0.576 | 0.963 | 0.975 | 0.995 | 0.958 | 0.965 |
(5,50) | 0 | 0 | 0.049 | 0.054 | 0.058 | 0.048 | 0.050 | 0.173 | 0.059 | 0.050 | 0.057 | 0.047 | 0.048 | 0.069 | 0.045 | 0.041 | 0.045 |
 | 0.25 | 0.020 | 0.437 | 0.443 | 0.450 | 0.431 | 0.243 | 0.681 | 0.480 | 0.485 | 0.424 | 0.262 | 0.686 | 0.737 | 0.783 | 0.715 | 0.658 |
 | 0.35 | 0.040 | 0.940 | 0.939 | 0.941 | 0.941 | 0.810 | 0.988 | 0.960 | 0.972 | 0.950 | 0.831 | 0.998 | 0.999 | 1.000 | 0.999 | 1.000 |
(10,5) | 0 | 0 | 0.049 | 0.071 | --* | 0.048 | --†| 0.277 | 0.070 | --* | 0.058 | --†| 0.047 | 0.060 | --* | 0.048 | --†|
 | 0.25 | 0.010 | 0.158 | 0.179 | --* | 0.148 | --†| 0.366 | 0.105 | --* | 0.070 | --†| 0.176 | 0.194 | --* | 0.156 | --†|
 | 0.35 | 0.020 | 0.360 | 0.371 | --* | 0.286 | --†| 0.519 | 0.256 | --* | 0.157 | --†| 0.492 | 0.488 | --* | 0.409 | --†|
(10,10) | 0 | 0 | 0.065 | 0.078 | 0.265 | 0.059 | 0.043 | 0.290 | 0.063 | 0.277 | 0.055 | 0.057 | 0.040 | 0.043 | 0.279 | 0.043 | 0.059 |
 | 0.25 | 0.010 | 0.200 | 0.217 | 0.453 | 0.189 | 0.078 | 0.423 | 0.134 | 0.385 | 0.121 | 0.065 | 0.271 | 0.277 | 0.500 | 0.266 | 0.090 |
 | 0.35 | 0.020 | 0.636 | 0.652 | 0.772 | 0.580 | 0.152 | 0.689 | 0.401 | 0.600 | 0.327 | 0.107 | 0.815 | 0.814 | 0.879 | 0.786 | 0.279 |
(10,30) | 0 | 0 | 0.063 | 0.076 | 0.086 | 0.062 | 0.039 | 0.268 | 0.053 | 0.093 | 0.049 | 0.039 | 0.040 | 0.043 | 0.092 | 0.038 | 0.045 |
 | 0.25 | 0.010 | 0.507 | 0.517 | 0.570 | 0.488 | 0.197 | 0.621 | 0.310 | 0.385 | 0.278 | 0.136 | 0.709 | 0.714 | 0.898 | 0.697 | 0.341 |
 | 0.35 | 0.020 | 0.979 | 0.979 | 1.000 | 0.974 | 0.715 | 0.949 | 0.824 | 0.879 | 0.764 | 0.420 | 1.000 | 1.000 | 1.000 | 0.999 | 0.959 |
(10,50) | 0 | 0 | 0.055 | 0.058 | 0.067 | 0.054 | 0.049 | 0.257 | 0.051 | 0.061 | 0.049 | 0.041 | 0.048 | 0.048 | 0.067 | 0.056 | 0.054 |
 | 0.25 | 0.010 | 0.716 | 0.718 | 0.725 | 0.712 | 0.310 | 0.752 | 0.484 | 0.500 | 0.428 | 0.204 | 0.893 | 0.896 | 0.940 | 0.893 | 0.603 |
 | 0.35 | 0.020 | 0.999 | 0.996 | 1.000 | 0.999 | 0.958 | 0.993 | 0.961 | 0.970 | 0.941 | 0.684 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |
(20,5) | 0 | 0 | 0.062 | 0.070 | --* | 0.054 | --†| 0.369 | 0.066 | --* | 0.054 | --†| 0.049 | 0.050 | --* | 0.050 | --†|
 | 0.25 | 0.005 | 0.203 | 0.218 | --* | 0.164 | --†| 0.462 | 0.098 | --* | 0.076 | --†| 0.235 | 0.241 | --* | 0.242 | --†|
 | 0.35 | 0.010 | 0.619 | 0.621 | --* | 0.529 | --†| 0.606 | 0.265 | --* | 0.1208 | --†| 0.700 | 0.711 | --* | 0.706 | --†|
(20,10) | 0 | 0 | 0.065 | 0.069 | --* | 0.058 | --†| 0.378 | 0.056 | --* | 0.046 | --†| 0.040 | 0.040 | --* | 0.040 | --†|
 | 0.25 | 0.005 | 0.394 | 0.394 | --* | 0.380 | --†| 0.530 | 0.171 | --* | 0.143 | --†| 0.469 | 0.472 | --* | 0.481 | --†|
 | 0.35 | 0.010 | 0.901 | 0.902 | --* | 0.870 | --†| 0.790 | 0.472 | --* | 0.394 | --†| 0.960 | 0.961 | --* | 0.961 | --†|
(20,30) | 0 | 0 | 0.047 | 0.050 | 0.173 | 0.049 | 0.057 | 0.369 | 0.051 | 0.179 | 0.045 | 0.049 | 0.049 | 0.049 | 0.178 | 0.051 | 0.061 |
 | 0.25 | 0.005 | 0.794 | 0.794 | 0.888 | 0.789 | 0.223 | 0.705 | 0.355 | 0.435 | 0.327 | 0.111 | 0.920 | 0.920 | 1.000 | 0.918 | 0.392 |
 | 0.35 | 0.010 | 1.000 | 1.000 | 1.000 | 1.000 | 0.857 | 0.977 | 0.889 | 0.940 | 0.832 | 0.293 | 1.000 | 1.000 | 1.000 | 1.000 | 0.985 |
(20,50) | 0 | 0 | 0.047 | 0.049 | 0.102 | 0.045 | 0.043 | 0.360 | 0.045 | 0.098 | 0.034 | 0.039 | 0.046 | 0.047 | 0.104 | 0.049 | 0.046 |
 | 0.25 | 0.005 | 0.979 | 0.976 | 1.000 | 0.942 | 0.441 | 0.849 | 0.567 | 0.628 | 0.479 | 0.154 | 1.000 | 1.000 | 1.000 | 0.993 | 0.775 |
 | 0.35 | 0.010 | 1.000 | 1.000 | 1.000 | 1.000 | 0.996 | 1.000 | 0.991 | 1.000 | 0.975 | 0.628 | 1.000 | 1.000 | 1.000 | 1.000 | 1.000 |