True model/ Working correlation | Estimate | Statistic | Coverage Probabilities | |||||||
95% level | 99% level | |||||||||
GEE | EL | EEL | AEL | GEE | EL | EEL | AEL | |||
IND/IND
|
| 0.3971 | 0.836 | 0.906 | 0.909 | 0.913 | 0.930 | 0.963 | 0.975 | 0.971 |
| (0.103) | (0.281) | (0.357) | (0.367) | (0.369) | (0.369) | (0.479) | (0.512) | (0.501) | |
| 0.4988 | 0.838 | 0.904 | 0.926 | 0.926 | 0.928 | 0.966 | 0.978 | 0.976 | |
| (0.101) | (0.281) | (0.350) | (0.370) | (0.372) | (0.369) | (0.473) | (0.513) | (0.502) | |
AR(1)/AR(1)
|
| 0.3954 | 0.805 | 0.923 | 0.934 | 0.934 | 0.910 | 0.971 | 0.973 | 0.977 |
| (0.157) | (0.397) | (0.587) | (0.610) | (0.613) | (0.522) | (0.783) | (0.827) | (0.814) | |
| 0.4986 | 0.807 | 0.935 | 0.942 | 0.944 | 0.913 | 0.975 | 0.983 | 0.980 | |
| (0.154) | (0.397) | (0.593) | (0.610) | (0.613) | (0.522) | (0.784) | (0.827) | (0.815) | |
AR(1)/Lag
|
| 0.3949 | 0.790 | 0.918 | 0.931 | 0.932 | 0.902 | 0.971 | 0.980 | 0.977 |
| (0.156) | (0.391) | (0.581) | (0.601) | (0.604) | (0.513) | (0.772) | (0.816) | (0.803) | |
| 0.4983 | 0.801 | 0.924 | 0.937 | 0.937 | 0.911 | 0.977 | 0.986 | 0.983 | |
| (0.152) | (0.391) | (0.581) | (0.602) | (0.604) | (0.513) | (0.714) | (0.818) | (0.805) | |
EQC/EQC
|
| 0.3970 | 0.885 | 0.927 | 0.940 | 0.943 | 0.953 | 0.981 | 0.989 | 0.987 |
| (0.143) | (0.444) | (0.570) | (0.590) | (0.593) | (0.584) | (0.759) | (0.803) | (0.790) | |
| 0.4935 | 0.893 | 0.943 | 0.955 | 0.955 | 0.960 | 0.984 | 0.991 | 0.990 | |
| (0.140) | (0.444) | (0.565) | (0.585) | (0.588) | (0.584) | (0.753) | (0.798) | (0.785) | |
EQC/Lag
|
| 0.3973 | 0.811 | 0.928 | 0.935 | 0.941 | 0.902 | 0.981 | 0.989 | 0.987 |
| (0.143) | (0.371) | (0.568) | (0.588) | (0.591) | (0.487) | (0.756) | (0.800) | (0.787) | |
| 0.4940 | 0.812 | 0.941 | 0.953 | 0.956 | 0.928 | 0.986 | 0.990 | 0.989 | |
| (0.140) | (0.371) | (0.562) | (0.583) | (0.586) | (0.487) | (0.750) | (0.795) | (0.782) | |
MA(1)/MA(1)
|
| 0.3996 | 0.802 | 0.935 | 0.941 | 0.942 | 0.897 | 0.976 | 0.984 | 0.981 |
| (0.144) | (0.363) | (0.563) | (0.584) | (0.587) | (0.477) | (0.750) | (0.796) | (0.782) | |
| 0.4974 | 0.808 | 0.949 | 0.955 | 0.955 | 0.917 | 0.985 | 0.991 | 0.989 | |
| (0.139) | (0.363) | (0.560) | (0.580) | (0.583) | (0.477) | (0.747) | (0.792) | (0.779) | |
MA(1)/Lag
|
| 0.3997 | 0.802 | 0.932 | 0.943 | 0.943 | 0.906 | 0.977 | 0.983 | 0.982 |
| (0.144) | (0.366) | (0.561) | (0.582) | (0.585) | (0.481) | (0.748) | (0.794) | (0.780) | |
| 0.4980 | 0.808 | 0.948 | 0.960 | 0.960 | 0.921 | 0.985 | 0.991 | 0.989 | |
| (0.138) | (0.366) | (0.558) | (0.578) | (0.581) | (0.481) | (0.745) | (0.791) | (0.777) |