True model/

Working

correlation

Estimate

Statistic

Coverage Probabilities

95% level

99% level

GEE

EL

EEL

AEL

GEE

EL

EEL

AEL

AR(1)/AR(1)

$\rho =0.70$

${\widehat{\beta }}_1$

0.3001

0.952

0.938

0.944

0.946

0.987

0.983

0.984

0.984

(0.070)

(0.279)

(0.265)

(0.270)

(0.272)

(0.367)

(0.351)

(0.364)

(0.361)

${\widehat{\beta }}_2$

0.2009

0.950

0.928

0.938

0.941

0.988

0.986

0.989

0.988

(0.073)

(0.286)

(0.270)

(0.275)

(0.276)

(0.375)

(0.356)

(0.369)

(0.366)

AR(1)/EQC

$\rho =0.70$

${\widehat{\beta }}_1$

0.2997

0.911

0.932

0.935

0.936

0.973

0.975

0.978

0.978

(0.073)

(0.247)

(0.273)

(0.278)

(0.280)

(0.325)

(0.361)

(0.375)

(0.371)

${\widehat{\beta }}_2$

0.1956

0.902

0.934

0.936

0.936

0.963

0.977

0.982

0.980

(0.076)

(0.252)

(0.278)

(0.284)

(0.286)

(0.331)

(0.368)

(0.381)

(0.378)

AR(1)/Lag

$\rho =0.70$

${\widehat{\beta }}_1$

0.3002

0.952

0.932

0.940

0.940

0.986

0.982

0.982

0.982

(0.070)

(0.278)

(0.264)

(0.268)

(0.270)

(0.366)

(0.349)

(0.361)

(0.359)

${\widehat{\beta }}_2$

0.2007

0.950

0.926

0.938

0.940

0.988

0.985

0.988

0.987

(0.073)

(0.284)

(0.268)

(0.273)

(0.275)

(0.373)

(0.354)

(0.367)

(0.364)

AR(1)/AR(1)

$\rho =0.49$

${\widehat{\beta }}_1$

0.2989

0.938

0.918

0.922

0.923

0.988

0.977

0.982

0.978

(0.062)

(0.237)

(0.225)

(0.229)

(0.231)

(0.311)

(0.298)

(0.309)

(0.306)

${\widehat{\beta }}_2$

0.1956

0.940

0.920

0.928

0.928

0.993

0.985

0.988

0.987

(0.062)

(0.243)

(0.231)

(0.235)

(0.236)

(0.0.319)

(0.305)

(0.316)

(0.313)

AR(1)/EQC

$\rho =0.49$

${\widehat{\beta }}_1$

0.2992

0.899

0.931

0.936

0.936

0.968

0.978

0.985

0.984

(0.061)

(0.207)

(0.231)

(0.236)

(0.237)

(0.272)

(0.306)

(0.317)

(0.314)

${\widehat{\beta }}_2$

0.1987

0.908

0.945

0.948

0.950

0.980

0.987

0.992

0.990

(0.062)

(0.212)

(0.236)

(0.241)

(0.242)

(0.278)

(0.313)

(0.324)

(0.321)

AR(1)/MA(1)

$\rho =0.49$

${\widehat{\beta }}_1$

0.2991

0.897

0.931

0.934

0.936

0.968

0.979

0.985

0.984

(0.061)

(0.205)

(0.228)

(0.232)

(0.233)

(0.270)

(0.302)

(0.313)

(0.310)

${\widehat{\beta }}_2$

0.1985

0.905

0.936

0.944

0.944

0.981

0.990

0.993

0.991

(0.061)

(0.210)

(0.233)

(0.238)

(0.239)

(0.276)

(0.309)

(0.319)

(0.317)

AR(1)/Lag

$\rho =0.49$

${\widehat{\beta }}_1$

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)