n = 50 | (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 | 0.99 | 0.98 | 0.99 | 0.47 | 0.50 | 0.49 | 0.75 | 0.72 | 0.74 |
LRT | 0.99 | 0.99 | 0.99 | 0.49 | 0.52 | 0.51 | 0.77 | 0.77 | 0.78 |
m = 3 | |||||||||
Wald | 1.00 | 1.00 | 1.00 | 0.76 | 0.77 | 0.78 | 0.94 | 0.95 | 0.95 |
LRT | 1.00 | 1.00 | 1.00 | 0.79 | 0.78 | 0.79 | 0.95 | 0.95 | 0.96 |
m = 5 | |||||||||
Wald | 1.00 | 1.00 | 1.00 | 0.94 | 0.93 | 0.95 | 1.00 | 0.99 | 1.00 |
LRT | 1.00 | 1.00 | 1.00 | 0.95 | 0.95 | 0.96 | 1.00 | 0.99 | 1.00 |