True model/

Working

correlation

Estimate

Statistic

Coverage Probabilities

95% level

99% level

GEE

EL

EEL

AEL

GEE

EL

EEL

AEL

IND/IND

$\rho =0.50$

${\widehat{\beta }}_1$

0.3992

0.843

0.930

0.943

0.943

0.945

0.983

0.990

0.989

(0.098)

(0.279)

(0.377)

(0.392)

(0.393)

(0.366)

(0.491)

(0.544)

(0.530)

${\widehat{\beta }}_2$

0.4936

0.846

0.926

0.934

0.935

0.936

0.979

0.987

0.985

(0.098)

(0.279)

(0.377)

(0.392)

(0.394)

(0.366)

(0.489)

(0.544)

(0.531)

AR(1)/AR(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.3949

0.776

0.925

0.930

0.932

0.890

0.972

0.983

0.979

(0.094)

(0.221)

(0.354)

(0.368)

(0.369)

(0.291)

(0.477)

(0.512)

(0.500)

${\widehat{\beta }}_2$

0.4982

0.777

0.933

0.942

0.945

0.887

0.984

0.988

0.986

(0.092)

(0.221)

(0.353)

(0.368)

(0.369)

(0.291)

(0.476)

(0.511)

(0.499)

AR(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.3990

0.750

0.919

0.931

0.933

0.870

0.981

0.988

0.985

(0.094)

(0.214)

(0.355)

(0.369)

(0.371)

(0.281)

(0.477)

(0.513)

(0.500)

${\widehat{\beta }}_2$

0.4952

0.762

0.917

0.927

0.928

0.864

0.972

0.982

0.979

(0.096)

(0.214)

(0.355)

(0.369)

(0.371)

(0.281)

(0.478)

(0.514)

(0.501)

EQC/EQC

$\rho =0.50$

${\widehat{\beta }}_1$

0.3980

0.772

0.928

0.938

0.938

0.896

0.979

0.986

0.985

(0.107)

(0.256)

(0.408)

(0.424)

(0.426)

(0.336)

(0.548)

(0.588)

(0.574)

${\widehat{\beta }}_2$

0.5018

0.778

0.923

0.934

0.936

0.890

0.980

0.988

0.984

(0.106)

(0.256)

(0.404)

(0.421)

(0.422)

(0.336)

(0.543)

(0.583)

(0.569)

EQC/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.3981

0.751

0.921

0.932

0.934

0.888

0.979

0.983

0.983

(0.109)

(0.253)

(0.405)

(0.421)

(0.423)

(0.332)

(0.544)

(0.585)

(0.570)

${\widehat{\beta }}_2$

0.5026

0.761

0.918

0.937

0.938

0.880

0.978

0.986

0.983

(0.107)

(0.253)

(0.402)

(0.419)

(0.420)

(0.332)

(0.541)

(0.581)

(0.566)

MA(1)/MA(1)

$\rho =0.50$

${\widehat{\beta }}_1$

0.3961

0.709

0.920

0.930

0.931

0.827

0.980

0.989

0.987

(0.100)

(0.213)

(0.369)

(0.385)

(0.386)

(0.274)

(0.497)

(0.534)

(0.521)

${\widehat{\beta }}_2$

0.5009

0.728

0.926

0.941

0.941

0.834

0.983

0.991

0.989

(0.100)

(0.213)

(0.369)

(0.385)

(0.386)

(0.274)

(0.497)

(0.534)

(0.522)

MA(1)/Lag

$\rho =0.50$

${\widehat{\beta }}_1$

0.3972

0.749

0.913

0.929

0.930

0.866

0.981

0.989

0.987

(0.096)

(0.222)

(0.356)

(0.370)

(0.372)

(0.292)

(0.478)

(0.514)

(0.502)

${\widehat{\beta }}_2$

0.5002

0.762

0.929

0.938

0.939

0.872

0.981

0.991

0.989

(0.096)

(0.222)

(0.356)

(0.370)

(0.372)

(0.292)

(0.478)

(0.515)

(0.502)