The Empirical Cressie-Read Test Statistics for Longitudinal Generalized Linear Models

Table 1

The average coverage probabilities (ACP) and the average lengths (ALEN) of the confidence intervals for 𝛽₁, 𝛽₂, and 𝛽₃ when the nominal level is 0.95 and the true correlation structure is AR(1) structure.

	𝑛	𝛽	EL		ET		GEE		QIF
			ACP	ALEN	ACP	ALEN	ACP	ALEN	ACP	ALEN
CS	60	𝛽1	0.9120	0.4647	0.9060	0.4741	0.9000	0.4658	0.9120	0.4879
		𝛽2	0.9140	0.6375	0.8820	0.6539	0.8400	0.5561	0.8700	0.6642
		𝛽3	0.9280	0.4520	0.9150	0.4600	0.9100	0.4565	0.8960	0.4378
	100	𝛽1	0.9160	0.4646	0.9120	0.4713	0.9100	0.4625	0.9120	0.4742
		𝛽2	0.9180	0.6396	0.9080	0.6512	0.8940	0.6152	0.8740	0.6569
		𝛽3	0.9240	0.4518	0.9180	0.4577	0.9100	0.4432	0.9040	0.4432
AR(1)	60	𝛽1	0.9220	0.3608	0.9180	0.3650	0.9200	0.3663	0.9480	0.3848
		𝛽2	0.9240	0.4959	0.9120	0.5033	0.8760	0.4288	0.9020	0.5149
		𝛽3	0.9320	0.3513	0.9280	0.3550	0.9240	0.3599	0.9280	0.3585
	100	𝛽1	0.9300	0.3613	0.9200	0.3641	0.9220	0.3541	0.9460	0.3716
		𝛽2	0.9360	0.4964	0.9320	0.5016	0.9160	0.4857	0.9140	0.5128
		𝛽3	0.9420	0.3514	0.9380	0.3541	0.9240	0.3597	0.9340	0.3537