M-test in linear models with negatively superadditive dependent errors

Journal of Inequalities and Applications

Table 2 The powers of the M-test with NSD errors, ‘∗’ is for the nominal significant levels

n	Significance levels	LS		LAD		Huber
n	Significance levels	I	II	I	II	I	II
100	0.05^∗	0.063	0.068	0.082	0.079	0.062	0.062
100	0.01^∗	0.013	0.011	0.028	0.019	0.013	0.016
500	0.05^∗	0.059	0.057	0.064	0.052	0.054	0.059
500	0.01^∗	0.009	0.013	0.020	0.013	0.009	0.012
1000	0.05^∗	0.056	0.056	0.062	0.052	0.048	0.057
1000	0.01^∗	0.012	0.015	0.013	0.011	0.010	0.013