[11], a test at a nominal level 0.05 is said to be liberal if the empirical TIE is greater than 0.06; conservative if the TIE is less than 0.04; and robust if the TIE is between 0.04 and 0.06. Under the parameter settings: ρ = 0.4 , 0.6 , 0.8 , π 1 = 0.2 , 0.4 , 0.6 ...