True model/

Working

correlation

Estimate

Statistic

Coverage Probabilities

95% level

99% level

GEE

EL

EEL

AEL

GEE

EL

EEL

AEL

IND/IND

$\rho =0.50$

${\widehat{\beta }}_1$

0.2975

0.953

0.929

0.936

0.937

0.986

0.985

0.987

0.987

(0.046)

(0.184)

(0.175)

(0.178)

(0.179)

(0.242)

(0.232)

(0.240)

(0.238)

${\widehat{\beta }}_2$

0.1978

0.944

0.927

0.934

0.936

0.990

0.980

0.984

0.984

(0.048)

(0.188)

(0.179)

(0.183)

(0.184)

(0.248)

(0.238)

(0.246)

(0.244)

AR(1)/AR(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.3006

0.947

0.928

0.937

0.937

0.985

0.980

0.981

0.981

(0.065)

(0.258)

(0.246)

(0.251)

(0.252)

(0.339)

(0.326)

(0.338)

(0.335)

${\widehat{\beta }}_2$

0.1978

0.954

0.934

0.940

0.942

0.990

0.980

0.984

0.983

(0.067)

(0.264)

(0.251)

(0.256)

(0.257)

(0.347)

(0.332)

(0.343)

(0.340)

AR(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.3006

0.946

0.930

0.936

0.939

0.985

0.978

0.981

0.981

(0.066)

(0.256)

(0.246)

(0.250)

(0.252)

(0.337)

(0.325)

(0.337)

(0.334)

${\widehat{\beta }}_2$

0.1978

0.952

0.931

0.938

0.940

0.990

0.980

0.985

0.985

(0.067)

(0.263)

(0.250)

(0.255)

(0.256)

(0.345)

(0.331)

(0.342)

(0.339)

EQC/EQC

$\rho =0.50$

${\widehat{\beta }}_1$

0.2984

0.955

0.942

0.946

0.948

0.988

0.986

0.988

0.987

(0.074)

(0.288)

(0.274)

(0.280)

(0.281)

(0.379)

(0.364)

(0.376)

(0.373)

${\widehat{\beta }}_2$

0.1936

0.950

0.939

0.941

0.941

0.990

0.986

0.986

0.986

(0.074)

(0.295)

(0.282)

(0.288)

(0.289)

(0.387)

(0.372)

(0.386)

(0.383)

EQC/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.2985

0.954

0.940

0.948

0.948

0.987

0.984

0.987

0.986

(0.074)

(0.288)

(0.274)

(0.280)

(0.281)

(0.379)

(0.363)

(0.376)

(0.373)

${\widehat{\beta }}_2$

0.1933

0.952

0.937

0.940

0.943

0.990

0.986

0.986

0.986

(0.075)

(0.294)

(0.281)

(0.287)

(0.288)

(0.387)

(0.372)

(0.385)

(0.382)

MA(1)/MA(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.2989

0.943

0.926

0.929

0.931

0.989

0.982

0.985

0.983

(0.058)

(0.222)

(0.211)

(0.215)

(0.216)

(0.291)

(0.280)

(0.289)

(0.287)

${\widehat{\beta }}_2$

0.2022

0.952

0.932

0.935

0.936

0.994

0.984

0.991

0.989

(0.056)

(0.227)

(0.216)

(0.220)

(0.221)

(0.298)

(0.285)

(0.296)

(0.293)

MA(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.2990

0.944

0.928

0.929

0.929

0.986

0.980

0.985

0.985

(0.058)

(0.220)

(0.210)

(0.215)

(0.216)

(0.290)

(0.279)

(0.289)

(0.287)

${\widehat{\beta }}_2$

0.2024

0.946

0.931

0.934

0.937

0.992

0.983

0.989

0.988

(0.056)

(0.225)

(0.215)

(0.220)

(0.221)

(0.296)

(0.285)

(0.295)

(0.293)