  We present simulated standard curves for the calibration of empirical
likelihood ratio (ELR) tests of means. With the help of these curves, the
nominal significance level of the ELR test can be adjusted in order to achieve
(quasi-) exact type I error rate control for a given, finite sample size. By
theoretical considerations and by computer simulations, we demonstrate that the
adjusted significance level depends most crucially on the skewness and on the
kurtosis of the parent distribution. For practical purposes, we tabulate
adjusted critical values under several prototypical statistical models.
