Table 5 Percentage of Rejected Under Negatively Correlated Individual Effects and Different Levels of Individual Effects and Measurement Errors

Table 5 Percentage of Rejected Under Negatively Correlated Individual Effects and Different Levels of Individual Effects and Measurement Errors

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error sα sP
sI
H 0
0
H
f
Wn H 0.3µP
0
H
f
Wn H 0
0.3µI
H
f
Wn
C 0   4.7 4.8 5.4 4.8 5 5 5 4.8 5.6
C 0.2   6 6 7.2 5.8 5.2 7.2 5.8 5.4 7.8
C 0.4   37 30.7 40 36.4 31.6 39.7 36.4 31.8 39.6
C 0.6   96 90.8 95 95.6 91.6 94.7 96 91 94.6
B 0   5 5.2 5.2 5.4 5.5 6.6 5.4 5.2 5.6
B 0.2   7 6.8 8.6 8.4 7.4 10.4 6.2 6 8
B 0.4   37.8 31.8 39.8 42.2 35.6 43.8 38.4 32.4 40.6
B 0.6   95.7 90.3 94.4 96.8 92.8 96.2 96 92.2 95

Key: C = classical measurement errors; B = Berkson measurement errors.

Note: The null hypothesis was rejected for large and small values of the test statistic at the 5% level (two-tailed test).