True model/

Working

correlation

Estimate

Statistic

Coverage Probabilities

95% level

99% level

GEE

EL

EEL

AEL

GEE

EL

EEL

AEL

IND/IND

$\rho =0.50$

${\widehat{\beta }}_1$

0.4010

0.955

0.947

0.950

0.951

0.989

0.988

0.988

0.988

(0.050)

(0.197)

(0.191)

(0.195)

(0.196)

(0.259)

(0.254)

(0.262)

(0.260)

${\widehat{\beta }}_2$

0.5015

0.953

0.936

0.942

0.942

0.993

0.985

0.990

0.989

(0.051)

(0.197)

(0.191)

(0.195)

(0.196)

(0.259)

(0.253)

(0.262)

(0.260)

AR(1)/AR(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.4019

0.949

0.944

0.950

0.952

0.990

0.989

0.990

0.990

(0.071)

(0.278)

(0.270)

(0.276)

(0.277)

(0.365)

(0.358)

(0.371)

(0.368)

${\widehat{\beta }}_2$

0.5027

0.959

0.948

0.951

0.952

0.994

0.993

0.993

0.993

(0.068)

(0.278)

(0.270)

(0.275)

(0.277)

(0.365)

(0.358)

(0.371)

(0.367)

AR(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.4018

0.946

0.944

0.949

0.950

0.990

0.988

0.989

0.989

(0.071)

(0.277)

(0.270)

(0.275)

(0.277)

(0.364)

(0.357)

(0.370)

(0.367)

${\widehat{\beta }}_2$

0.5026

0.959

0.948

0.950

0.953

0.994

0.992

0.994

0.994

(0.077)

(0.310)

(0.302)

(0.308)

(0.310)

(0.408)

(0.401)

(0.415)

(0.411)

EQC/EQC

$\rho =0.50$

${\widehat{\beta }}_1$

0.4016

0.949

0.942

0.949

0.951

0.993

0.986

0.988

0.987

(0.079)

(0.310)

(0.302)

(0.308)

(0.310)

(0.408)

(0.400)

(0.415)

(0.411)

${\widehat{\beta }}_2$

0.5023

0.963

0.947

0.953

0.954

0.995

0.989

0.994

0.992

(0.091)

(0.307)

(0.332)

(0.338)

(0.340)

(0.404)

(0.437)

(0.453)

(0.448)

EQC/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.4015

0.948

0.945

0.948

0.949

0.992

0.986

0.988

0.987

(0.079)

(0.310)

(0.301)

(0.307)

(0.309)

(0.407)

(0.399)

(0.414)

(0.410)

${\widehat{\beta }}_2$

0.5024

0.961

0.947

0.953

0.954

0.996

0.989

0.994

0.994

(0.077)

(0.310)

(0.301)

(0.308)

(0.309)

(0.407)

(0.400)

(0.414)

(0.410)

MA(1)/MA(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.3981

0.955

0.945

0.955

0.954

0.992

0.986

0.991

0.991

(0.065)

(0.254)

(0.247)

(0.252)

(0.253)

(0.334)

(0.327)

(0.338)

(0.335)

${\widehat{\beta }}_2$

0.4974

0.958

0.944

0.948

0.951

0.995

0.989

0.992

0.990

(0.062)

(0.254)

(0.246)

(0.251)

(0.252)

(0.334)

(0.327)

(0.338)

(0.335)

MA(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.3981

0.956

0.942

0.951

0.953

0.994

0.986

0.989

0.987

(0.065)

(0.252)

(0.246)

(0.251)

(0.253)

(0.332)

(0.326)

(0.338)

(0.335)

${\widehat{\beta }}_2$

0.4974

0.957

0.943

0.948

0.950

0.994

0.989

0.991

0.991

(0.062)

(0.252)

(0.246)

(0.251)

(0.252)

(0.332)

(0.326)

(0.338)

(0.335)