Table 1 Coverage (%) of “true” effect \({\beta }_{1}\) = 1 by 95% confidence intervals derived from the RI and OLS models according to fifths of the distribution of dispersion (expressed as SD) of the cluster means of a continuous \({x}_{ij}\) within samples
From: Consequences of ignoring clustering in linear regression
Lowest fifth of distribution | 2nd fifth of distribution | 3rd fifth of distribution | 4th fifth of distribution | Highest fifth of distribution | Total | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RI | OLS | RI | OLS | RI | OLS | RI | OLS | RI | OLS | RI | OLS | |
0.001 | 95.04 | 94.37 | 95.00 | 94.09 | 95.33 | 94.10 | 95.15 | 93.99 | 94.92 | 93.84 | 95.08 | 94.08 |
0.003 | 95.14 | 93.14 | 95.37 | 92.33 | 95.20 | 91.83 | 95.53 | 92.25 | 95.42 | 91.99 | 95.33 | 92.30 |
0.01 | 94.99 | 88.47 | 94.64 | 83.95 | 94.75 | 83.65 | 94.74 | 83.72 | 94.90 | 84.07 | 94.80 | 84.75 |
0.03 | 94.59 | 76.21 | 95.11 | 68.79 | 94.80 | 67.62 | 95.06 | 67.57 | 94.74 | 67.15 | 94.87 | 69.39 |
0.1 | 94.68 | 59.58 | 94.80 | 45.45 | 94.86 | 44.83 | 94.39 | 44.73 | 95.04 | 44.37 | 94.76 | 47.80 |
0.3 | 94.84 | 41.32 | 94.53 | 28.06 | 94.95 | 28.24 | 94.64 | 26.98 | 94.79 | 27.41 | 94.75 | 30.36 |