A Variance Shift Model for Detection of Outliers in the Linear Measurement Error Model

Table 3

The probability of a type error () and power of CLRT and score test statistics for a variance shift model in a linear measurement error with combination different of parameters , , , and .

			(, )	CLRT		Score test
				Sig level	Power	Sig level	Power
40	(20, 1)		(0, 1)	0.0457	0.7172	0.0459	0.7174
			(0, 0.25)	0.0478	0.8755	0.0475	0.8758
			(0, 1)	0.0476	0.3169	0.0474	0.3168
			(0, 0.25)	0.0411	0.3536	0.0414	0.3537
	(10, 0.3)		(0, 1)	0.0449	0.9002	0.0446	0.9001
			(0, 0.25)	0.0389	0.9082	0.0387	0.9082
			(0, 1)	0.0388	0.3600	0.0387	0.3600
			(0, 0.25)	0.0366	0.3650	0.0364	0.3654
100	(20, 1)		(0, 1)	0.0457	0.7893	0.0453	0.7894
			(0, 0.25)	0.0523	0.9035	0.0521	0.9037
			(0, 1)	0.0525	0.3547	0.0528	0.3546
			(0, 0.25)	0.0535	0.3897	0.0532	0.3897
	(10, 0.3)		(0, 1)	0.0525	0.9229	0.0522	0.9226
			(0, 0.25)	0.0521	0.9272	0.0521	0.9271
			(0, 1)	0.0536	0.4024	0.0535	0.4023
			(0, 0.25)	0.0520	0.4059	0.0522	0.4059