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.
- Monte Carlo methods
- bivariate normal distribution
- likelihood ratio tests
- missing values
- t statistics: