Modified Likelihood Ratio Test for Sub-mean Vectors with Two-step Monotone Missing Data in Two-sample Problem
This article deals with the problem of testing for two normal sub-mean vectors when the data set have two-step monotone missing observations. Under the assumptions that the population covariance matrices are equal, we obtain the likelihood ratio test (LRT) statistic. Furthermore, an asymptotic expansion for the null distribution of the LRT statistic is derived under the two-step monotone missing data by the perturbation method. Using the result, we propose two improved statistics with good chi-squared approximation. One is the modified LRT statistic by Bartlett correction,
and the other is the modified LRT statistic using the modification coefficient by linear interpolation. The accuracy of the approximations are investigated by using a Monte Carlo simulation. The proposed methods are illustrated using an example.
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