Full-precision calibration can be regenerated with calibration/05_confidence_levels.R. For VIF 1.25 the near-universal tail is .144969, displayed here as .14. The locked manuscript prints .15; see provenance/manuscript-discrepancies.csv.
| Setting | Variance | Gamma (shape, rate) | E(alpha) | P(W_SB > .5) | P(W_SB > .9) | P(alpha < .1) |
|---|---|---|---|---|---|---|
| VIF = 1.25 | 5 | (7.13, 7.41) | 0.96 | 0.53 | 0.14 | 0.000 |
| VIF = 1.5 | 6 | (4.35, 4.47) | 0.97 | 0.53 | 0.16 | 0.001 |
| VIF = 2.5 | 10 | (1.67, 1.65) | 1.01 | 0.56 | 0.23 | 0.030 |
| VIF = 5 | 20 | (0.62, 0.56) | 1.11 | 0.61 | 0.36 | 0.182 |
| Gamma(1, 1) default | -- | (1.00, 1.00) | 1.00 | 0.59 | 0.30 | 0.095 |