# Table 2 Q2 (Q1, Q3)/n, where n is the sample size and Q k (k = 1, 2, 3) are the k-th quartile of the empirical true rejections from N = 1000 simulations

Based on the chi-square approximation
m 1 r 1 q* = 1% 5% 10%
= (1/4, 0, -1/4)
40 12 11 (9, 13)/123 10 (8, 13)/100 11 (8, 14)/90
24 23 (20, 26)/166 23 (21, 26)/138 23 (21, 25)/125
36 36 (34, 37)/242 36 (34, 37)/207 36 (35, 37)/191
200 60 56 (49, 61)/100 55 (47, 61)/77 55 (49, 61)/67
120 115 (109, 120)/138 118 (112, 124)/110 117 (110, 122)/96
180 179 (176, 182)/207 178 (176, 182)/171 179 (175, 182)/154
= (1/4, -1/2, 1/4)
40 12 8 (6, 10)/41 8 (5, 10)/34 7 (5, 10)/30
24 21 (19, 23)/56 21 (18, 24)/46 21 (19, 24)/42
36 35 (33, 37)/81 35 (34, 36)/70 36 (34, 37)/64
200 60 42 (36, 48)/34 41 (35, 47)/26 44 (36, 52)/23
120 103 (98, 109)/46 108 (101, 114)/37 104 (98, 111)/32
180 176 (173, 180)/70 177 (173, 180)/57 178 (174, 180)/52
Based on the F-distribution
m 1 r 1 q* = 1% 5% 10%
= (1/4, 0, -1/4)
40 12 12 (10, 15)/129 12 (10, 14)/104 12 (10, 15)/94
24 24 (21, 27)/171 25 (23, 27)/142 24 (22, 26)/129
36 36 (35, 37)/246 36 (35, 38)/211 36 (35, 38)/194
200 60 60 (55, 66)/104 61 (54, 66)/80 62 (54, 70)/70
120 123 (117, 128)/142 122 (118, 128)/113 120 (114, 126)/99
180 179 (177, 184)/211 180 (177, 183)/174 181 (178, 184)/157
= (1/4, -1/2, 1/4)
40 12 13 (10, 15)/47 13 (10, 15)/38 13 (10, 16)/34
24 23 (21, 26)/60 25 (23, 27)/50 25 (23, 27)/46
36 36 (35, 37)/86 35 (35, 38)/73 36 (34, 37)/67
200 60 61 (55, 67)/38 66 (60, 72)/30 66 (59, 71)/26
120 121 (116, 127)/50 123 (116, 128)/40 121 (116, 126)/35
180 180 (177, 183)/73 181 (177, 184)/60 182 (178, 185)/55