True model/

Working

correlation

Estimate

Statistic

Coverage Probabilities

95% level

99% level

GEE

EL

EEL

AEL

GEE

EL

EEL

AEL

IND/IND

$\rho =0.50$

${\widehat{\beta }}_1$

0.2978

0.808

0.937

0.941

0.941

0.902

0.985

0.989

0.988

(0.074)

(0.191)

(0.273)

(0.278)

(0.280)

(0.252)

(0.361)

(0.374)

(0.370)

${\widehat{\beta }}_2$

0.1980

0.813

0.934

0.937

0.937

0.919

0.979

0.985

0.983

(0.071)

(0.188)

(0.265)

(0.270)

(0.271)

(0.247)

(0.349)

(0.361)

(0.358)

AR(1)/AR(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.2974

0.876

0.916

0.926

0.931

0.971

0.978

0.982

0.982

(0.080)

(0.276)

(0.314)

(0.317)

(0.319)

(0.363)

(0.410)

(0.425)

(0.421)

${\widehat{\beta }}_2$

0.2016

0.898

0.924

0.929

0.932

0.973

0.983

0.987

0.986

(0.086)

(0.282)

(0.316)

(0.323)

(0.324)

(0.370)

(0.417)

(0.432)

(0.428)

AR(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.2916

0.899

0.928

0.930

0.931

0.973

0.978

0.983

0.983

(0.085)

(0.282)

(0.310)

(0.316)

(0.318)

(0.371)

(0.408)

(0.423)

(0.419)

${\widehat{\beta }}_2$

0.1978

0.952

0.931

0.938

0.940

0.990

0.980

0.985

0.985

(0.088)

(0.288)

(0.315)

(0.321)

(0.323)

(0.378)

(0.415)

(0.430)

(0.426)

EQC/EQC

$\rho =0.50$

${\widehat{\beta }}_1$

0.2960

0.903

0.917

0.922

0.926

0.967

0.975

0.980

0.977

(0.091)

(0.305)

(0.336)

(0.342)

(0.344)

(0.401)

(0.443)

(0.459)

(0.455)

${\widehat{\beta }}_2$

0.2000

0.892

0.905

0.912

0.913

0.963

0.970

0.979

0.977

(0.094)

(0.311)

(0.339)

(0.346)

(0.347)

(0.409)

(0.447)

(0.463)

(0.458)

EQC/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.2957

0.901

0.917

0.923

0.924

0.967

0.974

0.978

0.976

(0.091)

(0.305)

(0.335)

(0.341)

(0.343)

(0.400)

(0.441)

(0.457)

(0.453)

${\widehat{\beta }}_2$

0.2001

0.894

0.905

0.912

0.912

0.961

0.974

0.978

0.977

(0.095)

(0.311)

(0.338)

(0.344)

(0.346)

(0.409)

(0.445)

(0.461)

(0.457)

MA(1)/MA(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.2980

0.859

0.928

0.933

0.935

0.949

0.980

0.983

0.983

(0.080)

(0.234)

(0.289)

(0.295)

(0.297)

(0.307)

(0.382)

(0.395)

(0.392)

${\widehat{\beta }}_2$

0.1987

0.861

0.915

0.917

0.917

0.938

0.975

0.982

0.981

(0.080)

(0.239)

(0.289)

(0.295)

(0.296)

(0.314)

(0.381)

(0.395)

(0.391)

MA(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.2975

0.897

0.922

0.935

0.936

0.967

0.979

0.982

0.981

(0.080)

(0.257)

(0.288)

(0.294)

(0.296)

(0.337)

(0.380)

(0.394)

(0.391)

${\widehat{\beta }}_2$

0.1986

0.891

0.915

0.920

0.920

0.962

0.973

0.984

0.981

(0.080)

(0.262)

(0.288)

(0.294)

(0.295)

(0.344)

(0.380)

(0.393)

(0.390)