True model/

Working

correlation

Estimate

Statistic

Coverage Probabilities

95% level

99% level

GEE

EL

EEL

AEL

GEE

EL

EEL

AEL

IND/IND

$\rho =0.50$

${\widehat{\beta }}_1$

0.4003

0.947

0.940

0.945

0.945

0.986

0.986

0.988

0.988

(0.051)

(0.196)

(0.194)

(0.198)

(0.199)

(0.258)

(0.257)

(0.266)

(0.263)

${\widehat{\beta }}_2$

0.4996

0.948

0.946

0.949

0.949

0.985

0.986

0.988

0.988

(0.051)

(0.196)

(0.195)

(0.199)

(0.199)

(0.258)

(0.258)

(0.267)

(0.264)

AR(1)/AR(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.3998

0.939

0.926

0.936

0.937

0.989

0.987

0.989

0.989

(0.043)

(0.160)

(0.158)

(0.161)

(0.162)

(0.211)

(0.209)

(0.216)

(0.214)

${\widehat{\beta }}_2$

0.4980

0.959

0.949

0.954

0.955

0.992

0.992

0.993

0.993

(0.040)

(0.160)

(0.159)

(0.162)

(0.163)

(0.211)

(0.210)

(0.218)

(0.215)

AR(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.3998

0.935

0.923

0.932

0.934

0.988

0.986

0.989

0.988

(0.043)

(0.159)

(0.157)

(0.160)

(0.161)

(0.209)

(0.208)

(0.216)

(0.214)

${\widehat{\beta }}_2$

0.4979

0.958

0.946

0.955

0.955

0.991

0.993

0.994

0.993

(0.040)

(0.159)

(0.158)

(0.161)

(0.162)

(0.209)

(0.209)

(0.217)

(0.215)

EQC/EQC

$\rho =0.50$

${\widehat{\beta }}_1$

0.4018

0.954

0.947

0.955

0.956

0.992

0.988

0.989

0.989

(0.040)

(0.155)

(0.153)

(0.156)

(0.157)

(0.204)

(0.203)

(0.210)

(0.208)

${\widehat{\beta }}_2$

0.5001

0.953

0.947

0.952

0.954

0.989

0.989

0.991

0.990

(0.040)

(0.155)

(0.153)

(0.156)

(0.157)

(0.204)

(0.203)

(0.210)

(0.208)

EQC/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.4019

0.947

0.945

0.950

0.951

0.988

0.985

0.990

0.990

(0.040)

(0.154)

(0.153)

(0.156)

(0.156)

(0.202)

(0.202)

(0.209)

(0.207)

${\widehat{\beta }}_2$

0.5011

0.946

0.938

0.944

0.945

0.988

0.987

0.989

0.989

(0.040)

(0.154)

(0.153)

(0.156)

(0.157)

(0.202)

(0.202)

(0.209)

(0.207)

MA(1)/MA(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.4000

0.942

0.936

0.946

0.947

0.992

0.993

0.995

0.993

(0.043)

(0.165)

(0.166)

(0.169)

(0.170)

(0.217)

(0.220)

(0.227)

(0.225)

${\widehat{\beta }}_2$

0.5027

0.938

0.931

0.939

0.939

0.987

0.979

0.986

0.983

(0.044)

(0.165)

(0.165)

(0.168)

(0.169)

(0.217)

(0.218)

(0.226)

(0.223)

MA(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.4004

0.926

0.926

0.931

0.932

0.982

0.976

0.983

0.981

(0.038)

(0.138)

(0.136)

(0.139)

(0.140)

(0.181)

(0.180)

(0.187)

(0.185)

${\widehat{\beta }}_2$

0.5001

0.943

0.950

0.957

0.957

0.992

0.988

0.990

0.990

(0.035)

(0.138)

(0.137)

(0.140)

(0.141)

(0.181)

(0.182)

(0.188)

(0.187)