Table 8: Type I error and power under DGP2.

Method1

n0

n1

p

θ1 = 1

θ1 = 2

θ1 = 3

θ1 = 4

θ1 = 5

PCGC

500

500

10

0.05

0.056

0.052

0.05

0.06

PCGC

1000

1000

10

0.046

0.046

0.046

0.046

0.042

PCGC

1500

1500

10

0.056

0.046

0.044

0.048

0.05

PBoot

500

500

10

1

1

0.05

0.762

1

PBoot

1000

1000

10

1

1

0.074

1

1

PBoot

1500

1500

10

1

1

0.064

1

1

TW

500

500

10

0.074

0.008

0.046

1

1

TW

1000

1000

10

0.192

0.026

0.062

1

1

TW

1500

1500

10

0.33

0.036

0.052

1

1

θ1 = 3 constitutes the null distribution

1PCGC: Principal Components Group Comparison; Fork: Forkman’s Test; TW: Tracy-Widom