A monte carlo investigation of a statistic for a bivariate missing data problem

Published

Journal Article

Testing the equal means hypothesis of a bivariate normal distribution with homoscedastic variates when the data are incomplete is considered. If the correlational parameter, p, is known, the well-known theory of the general linear model is easily employed to construct the likelihood ratio test for the two sided alternative. A statistic, T, for the case of p unknown is proposed by direct analogy to the likelihood ratio statistic when p is known. The null and nonnull distribution of T is investigated by Monte Carlo techniques. It is concluded that T may be compared to the conventional t distribution for testing the null hypothesis and that this procedure results in a substantial increase in power-efficiency over the procedure based on the paired t test which ignores the incomplete data. A Monte Carlo comparison to two statistics proposed by Lin and Stivers (1974) suggests that the test based on T is more conservative than either of their statistics. © 1976, Taylor & Francis Group, LLC. All rights reserved.

Full Text

Cited Authors

  • Woolson, RF; Leeper, JD; Cole, JWL; Clarke, WR

Published Date

  • January 1, 1976

Published In

Volume / Issue

  • 5 / 7

Start / End Page

  • 681 - 688

Electronic International Standard Serial Number (EISSN)

  • 1532-415X

International Standard Serial Number (ISSN)

  • 0361-0926

Digital Object Identifier (DOI)

  • 10.1080/03610927608827385

Citation Source

  • Scopus