ABSTRACT
In this article, we consider the asymptotic distribution of Hotelling’s T2-type test statistic when a two-step monotone missing data set is drawn from a multivariate normal population under a large-sample asymptotic framework. In particular, asymptotic expansions for the distribution and upper percentiles are derived using a perturbation method up to the terms of order n−1, where n = N – 2 and N denotes the total sample size. Furthermore, making use of Fujikoshi’s transformations, we also have Bartlett-type corrections of the test statistic considered in this article. Finally, we investigate the performance of the proposed approximation to the upper percentiles and Bartlett-type correction for the test statistic by conducting Monte Carlo simulations for some selected parameters.
Acknowledgments
The authors extend their sincere gratitude to the editor, who gave invaluable comments and suggestions that have enhanced this article.