Journal of Modern Applied Statistical

Methods
Volume 16 | Issue 1 Article 9

5-1-2017

Test Statistics for the Comparison of Means for

Two Samples That Include Both Paired and
Independent Observations
Ben Derrick
University of the West of England, [email protected]

Bethan Russ
Office for National Statistics, [email protected]

Deirdre Toher
University of the West of England, [email protected]

Paul White
University of the West of England, [email protected]

Follow this and additional works at: http://digitalcommons.wayne.edu/jmasm

Part of the Applied Statistics Commons, Social and Behavioral Sciences Commons, and the
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Recommended Citation
Derrick, B., Russ, B., Toher, D., & White, P. (2017). Test statistics for the comparison of means for two samples that include both
paired and independent observations. Journal of Modern Applied Statistical Methods, 16(1), 137-157. doi: 10.22237/jmasm/
1493597280

This Regular Article is brought to you for free and open access by the Open Access Journals at DigitalCommons@WayneState. It has been accepted for
inclusion in Journal of Modern Applied Statistical Methods by an authorized editor of DigitalCommons@WayneState.
Journal of Modern Applied Statistical Methods Copyright © 2017 JMASM, Inc.
May 2017, Vol. 16, No. 1, 137-157. ISSN 1538 − 9472
doi: 10.22237/jmasm/1493597280

Test Statistics for the Comparison of Means

for Two Samples That Include Both Paired
and Independent Observations
Ben Derrick Bethan Russ
University of the West Of England Office for National Statistics
Bristol, England, UK Newport, Wales, UK

Deirdre Toher Paul White

University of the West Of England University of the West Of England
Bristol, England, UK Bristol, England, UK

Standard approaches for analyzing the difference in two means, where partially
overlapping samples are present, are less than desirable. Here are introduced two test
statistics, making reference to the t-distribution. It is shown that these test statistics are
Type I error robust, and more powerful than standard tests.

Keywords: partially overlapping samples, test for equality of means, corrected z-test,
partially correlated data, partially matched pairs

Introduction
Hypothesis tests for the comparison of two population means, μ1 and μ2, with two
samples of either independent observations or paired observations are well
established. When the assumptions of the test are met, the independent samples
t-test is the most powerful test for comparing means between two independent
samples (Sawilowsky and Blair, 1992). Similarly, when the assumptions of the
test are met, the paired samples t-test is the most powerful test for the comparison
of means between two dependent samples (Zimmerman, 1997). If a paired design

Ben Derrick is a Lecturer with the Applied Statistics Group. Email at

[email protected]. Bethan Russ is an associate with the Applied Statistics Group at
UWE. Email at [email protected]. Dr. Toher is a Senior Lecturer with the
Applied Statistics Group. Email at [email protected]. Dr. White is an Associate
Professor and the academic lead for the Applied Statistics Group. Email at
[email protected].

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 COMPARISON OF MEANS FOR TWO SAMPLES

can avoid extraneous systematic bias, then paired designs are generally
considered to be advantageous when contrasted with independent designs.
There are scenarios where, in a paired design, some observations may be
missing. In the literature, this scenario is referred to as paired samples that are
either “incomplete” (Ekbohm, 1976) or with “missing observations” (Bhoj, 1978).
There are designs that do not have completely balanced pairings. Occasions where
there may be two samples with both paired observations and independent
observations include:

i) Two groups with some common element between both groups. For
example, in education when comparing the average exam marks for
two optional subjects, where some students take one of the two
subjects and some students take both.

ii) Observations taken at two points in time, where the population

membership changes over time but retains some common members.
For example, an annual survey of employee satisfaction may include
new employees that were unable to respond at time point one,
employees that left after time point one, and employees that
remained in employment throughout.

iii) When some natural pairing occurs. For example, in a survey taken
comparing views of males and females, there will be some matched
pairs (couples) and some independent individuals (single).

The examples given above can be seen as part of the wider missing data
framework. There is much literature on methods for dealing with missing data and
the proposals in this paper do not detract from extensive research into the area.
The simulations and discussion in this paper are done in the context of data
missing completely at random (MCAR).
Two samples that include both paired and independent observations is
referred to using varied terminology in the literature. The example scenarios
outlined can be referred to as “partially paired data” (Samawi and Vogel, 2011).
However, this terminology has connotations suggesting that the pairs themselves
are not directly matched. Derrick et al. (2015) suggest that appropriate
terminology for the scenarios outlined gives reference to “partially overlapping
samples.” For work that has previously been done on a comparison of means
when partially overlapping samples are present, “the partially overlapping

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samples framework… has been treated poorly in the literature” (Martínez-

Camblor, Corral, and María de la Hera, 2012, p.77). In this paper, the term
partially overlapping samples will be used to refer to scenarios where there are
two samples with both paired and independent observations.
When partially overlapping samples exist, the goal remains to test the null
hypothesis H0 : μ1 = μ2 . Standard approaches when faced with such a situation, are
to perform the paired samples t-test, discarding the unpaired data, or alternatively
perform the independent samples t-test, discarding the paired data (Looney and
Jones, 2003). These approaches are wasteful and can result in a loss of power.
The bias created with these approaches may be of concern. Other solutions
proposed in a similar context are to perform the independent samples t-test on all
observations ignoring the fact that there may be some pairs, or alternatively
randomly pairing unpaired observations and performing the paired samples t-test
(Bedeian and Feild, 2002). These methods distort Type I error rates (Zumbo,
2002) and fail to adequately reflect the design. This emphasizes the need for
research into a statistically valid approach. A method of analysis that takes into
account any pairing but does not lose the unpaired information would be
beneficial.
One analytical approach is to separately perform both the paired samples t-
test on the paired observations and the independent samples t-test on the
independent observations. The results are then combined using Fisher’s (1925)
Chi-square method, or Stouffer’s (Stouffer, et al., 1949) weighted z-test. These
methods have issues with respect to the interpretation of the results. Other
procedures weighting the paired and independent samples t-tests, for the partially
overlapping samples scenario, have been proposed by Bhoj, (1978), Kim et al.
(2005), Martínez-Camblor, Corral, and María de la Hera (2012), and Samawi and
Vogel (2011).
Looney and Jones (2003) proposed a statistic making reference to the
z-distribution that uses all of the available data, without a complex weighting
structure. Their corrected z-statistic is simple to compute and it directly tests the
hypothesis H0 : μ1 = μ2. They suggest that their test statistic is generally Type I
error robust across the scenarios that they simulated. However, they only consider
normally distributed data with a common variance of 1 and a total sample size of
50 observations. Therefore their simulation results are relatively limited,
simulations across a wider range of parameters would help provide stronger
conclusions. Mehrotra (2004) indicates that the solution provided by Looney and
Jones (2003) may not be Type I error robust for small sample sizes.

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Early literature for the partially overlapping samples framework focused on

maximum likelihood estimates, when data are missing by accident rather than by
design. Lin (1973) use maximum likelihood estimates for the specific case where
data is missing from one of the two groups. Lin (1973) uses assumptions such as
the variance ratio is known. Lin and Strivers (1974) apply maximum likelihood
solutions to the more general case, but find that no single solution is applicable.
For normally distributed data, Ekbohm (1976) compared Lin and Strivers
(1974) tests with similar proposals based on maximum likelihood estimators.
Ekbohm (1976) found that maximum likelihood solutions do not always maintain
Bradley’s liberal Type I error robustness criteria. The results suggest that the
maximum likelihood approaches are of little added value compared to standard
methods. Furthermore the proposals by Ekbohm (1976) are complex
mathematical procedures and are unlikely to be considered as a first choice
solution in a practical environment.
A solution available in most standard software is to perform a mixed model
using all of the available data. In a mixed model, effects are assessed using
Restricted Maximum Likelihood estimators (REML). Mehrotra (2004) indicates
that for positive correlation, REML is Type I error robust and more powerful
approach than that proposed by Looney and Jones (2003).
For small sample sizes, an intuitive solution to the comparison of means
with partially overlapping samples, would be a test statistic derived using
concepts similar to that of Zumbo (2002) so that all available data are used
making reference to the t-distribution.
Here, two test statistics are proposed. The proposed solution for equal
variances acts as a linear interpolation between the paired samples t-test and the
independent samples t-test. The consensus in the literature is that Welch’s test is
more Type I error robust than the independent samples t-test, particularly with
unequal variances and unequal samples sizes (Derrick, Toher and White, 2016;
Fay and Proschan, 2010; Zimmerman and Zumbo, 2009). The proposed solution
for unequal variances is a test that acts as a linear interpolation between the paired
samples t-test and Welch’s test.
Standard tests and the proposal by Looney and Jones (2003) are given below.
This is followed by the definition of the presently proposed test statistics. A
worked example using each of these test statistics and REML is provided. The
Type I error rate and power for the test statistics and REML is then explored
using simulation, for partially overlapping samples simulated from a Normal
distribution.

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Notation
Notation used in the definition of the test statistics is given in Table 1.

Table 1. Notation used in this paper.

na = number of observations exclusive to Sample 1

nb = number of observations exclusive to Sample 2
nc = number of pairs
n1 = total number of observations in Sample 1 (i.e. n1 = na + nc)
n2 = total number of observations in Sample 2 (i.e. n2 = nb + nc)
X1 = mean of all observations in Sample 1
X 2 = mean of all observations in Sample 2
X a = mean of the independent observations in Sample 1
X b = mean of the independent observations in Sample 2
X1c = mean of the paired observations in Sample 1
X 2c = mean of the paired observations in Sample 2
S12 = variance of all observations in Sample 1
S22 = variance of all observations in Sample 2
Sa2 = variance of the independent observations in Sample 1
Sb2 = variance of the independent observations in Sample 2
S12c = variance of the paired observations in Sample 1
S22c = variance of the paired observations in Sample 2
S12 = covariance between the paired observations
r = Pearson’s correlation coefficient for the paired observations

All variances above are calculated using Bessel’s correction, i.e. the sample
variance with ni − 1 degrees of freedom (see Kenney and Keeping, 1951, p.161).

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As standard notation, random variables are shown in upper case, and derived
sample values are shown are in lower case.

Definition of Existing Test Statistics

Standard approaches for comparing two means making reference to the t-
distribution are given below. These definitions follow the structural form given by
Fradette et al. (2003), adapted to the context of partially overlapping samples.
To perform the paired samples t-test, the independent observations are
discarded so that

X 1c  X 2 c
T1 
S12c S22c S S 
  2r  1c 2 c 
nc nc  nc 

The statistic T1 is referenced against the t-distribution with v1 = n c − 1

degrees of freedom.
To perform the independent samples t-test, the paired observations are
discarded so that

Xa  Xb  na  1 Sa2   nb  1 Sb2
T2  where S p 
Sp
1 1

 na  1   nb  1
na nb

The statistic T2 is referenced against the t-distribution with v2 = na + nb − 2

degrees of freedom.
To perform Welch’s test, the paired observations are discarded so that

Xa  Xb
T3 
Sa2 Sb2

na nb

The statistic T3 is referenced against the t-distribution with degrees of

freedom approximated by

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2
 Sa2 Sb2 
  
v3   na nb 
2 2
 Sa2   Sb2 
  /  na  1    /  nb  1
 na   nb 

For large sample sizes, the test statistic for partially overlapping samples
proposed by Looney and Jones (2003) is

X1  X 2
Z corrected 
S12

S22

 2nc  S12
na  nc nb  nc  na  nc  nb  nc 

The statistic Zcorrected is referenced against the standard Normal distribution.

In the extremes of na = nb = 0, or n c = 0, Zcorrected defaults to the paired samples
z-statistic and the independent samples z-statistic respectively.

Definition of Proposed Test Statistics

Two new t-statistics are proposed; Tnew1 , assuming equal variances, and Tnew2 ,
when equal variances cannot be assumed. The test statistics are constructed as the
difference between two means taking into account the covariance structure. The
numerator is the difference between the means of the two samples and the
denominator is a measure of the standard error of this difference. Thus the test
statistics proposed here are directly testing the hypothesis H0 : μ1 = μ2.
The test statistic Tnew1 is derived so that in the extremes of na = nb = 0, or
nc = 0, Tnew1 defaults to T1 or T2 respectively, thus

X1  X 2  n1  1 S12   n2  1 S22
Tnew1  where S p 
1 1  n   n1  1   n2  1
Sp   2r  c 
n1 n2  n1n2 

The test statistic Tnew1 is referenced against the t-distribution with degrees of
freedom derived by linear interpolation between v1 and v2 so that

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 COMPARISON OF MEANS FOR TWO SAMPLES

 n  n  n 1 
vnew1   nc  1   a b c   na  nb  .
 na  nb  2nc 

In the extremes, when na = nb = 0, v new1 defaults to v1; or when nc = 0, v new1

defaults to v2.
Given the superior Type I error robustness of Welch’s test when variances
are not equal, a test statistic is derived making reference to Welch’s approximate
degrees of freedom. This test statistic makes use of the sample variances, S12 and
S 22 . The test statistic Tnew2 is derived so that in the extremes of na = nb = 0, or
nc = 0, Tnew2 defaults to T1 or T3 respectively, thus

X1  X 2
Tnew2 
S 2
S22 SS n 
1
  2r  1 2 c 
n1 n2  n1n2 

The test statistic Tnew2 is referenced against the t-distribution with degrees of
freedom derived as a linear interpolation between v1 and v3 so that

   nc  1 
vnew2   nc  1     na  nb 
 na  nb  2nc 
2
 S12 S22 
  
where    n1 n2 
2 2
 S12   S22 
  /  n1  1    /  n2  1
 n1   n2 

In the extremes, when na = nb = 0, v new2 defaults to v1; or when nc = 0, v new2

defaults to v3.
Note that the proposed statistics, Tnew1 and Tnew2, use all available
observations in the respective variance calculations. The statistic Zcorrected only
uses the paired observations in the calculation of covariance.

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Worked Example
An applied example is given to demonstrate the calculation of each of the test
statistics defined. In education, for credit towards an undergraduate Statistics
course, students may take optional modules in either Mathematical Statistics, or
Operational Research, or both. The program leader is interested whether the exam
marks for the two optional modules differ. The exam marks attained for a single
semester are given in Table 2.

Table 2. Exam marks for students studying on an undergraduate Statistics course.

Student 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
Mathematical Statistics 73 82 74 59 49 - 42 71 - 39 - - - - 59 85
Operational Research 72 - 89 78 64 83 42 76 79 89 67 82 85 92 63 -

As per standard notion, the derived sample values are given in lower case. In
the calculation of the test statistics, x1 = 63.300, x2 = 75.786, s12 = 263.789,
s22 = 179.874, na = 2, nb = 6, nc = 8, n1 = 10, n2 = 14, v1 = 7, v2 = 6, v3 = 6,
γ = 17.095, vnew1 = 12, v new2 = 10.365, r = 0.366, s12 = 78.679.
For the REML analysis, a mixed model is performed with “Module” as a
repeated measures fixed effect and “Student” as a random effect. Table 3 gives
the calculated test statistics, degrees of freedom and corresponding p-values.

Table 3. Test statistic values and resulting p-values (two-sided test).

T1 T2 T3 Zcorrected REML Tnew1 Tnew2

estimate of mean difference -13.375 2.167 2.167 -12.486 -12.517 -12.486 -12.486
t-value -2.283 0.350 0.582 -2.271 -2.520 -2.370 -2.276
degrees of freedom 7.000 6.000 6.000 11.765 12.000 10.365
p-value 0.056 0.739 0.579 0.023 0.027 0.035 0.045

With the exception of REML, the estimates of the mean difference are
simply the difference in the means of the two samples, based on the observations
used in the calculation. It can quickly be seen that the conclusions differ
depending on the test used. It is of note that only the tests using all of the
available data result in the rejection of the null hypothesis at αnominal = 0.05. Also
note that the results of the paired samples t-test and the independent samples t-test
have sample effects in different directions. This is only one specific example

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given for illustrative purposes, investigation is required into the power of the test
statistics over a wide range of scenarios. Conclusions based on the proposed tests
cannot be made without a thorough investigation into their Type I error robustness.

Simulation Design
Under normality, Monte-Carlo methods are used to investigate the Type I error
robustness of the defined test statistics and REML. Power should only be used to
compare tests when their Type I error rates are equal (Zimmerman and Zumbo,
1993). Monte-Carlo methods are used to explore the power for the tests that are
Type I error robust under normality.
Unbalanced designs are frequent in psychology (Sawilowsky and Hillman,
1992), thus a comprehensive range of values for na, nb and nc are simulated. These
values offer an extension to the work done by Looney and Jones (2003). Given
the identification of separate test statistics for equal and unequal variances,
multiple population variance parameters {  12 ,  22 } are considered. Correlation has
an impact on Type I error and power for the paired samples t-test (Fradette et al.,
2003), hence a range of correlations {ρ} between two normal populations are
considered. Correlated normal variates are obtained as per Kenney and Keeping
(1951). A total of 10,000 replicates of each of the scenarios in Table 4 are
performed in a factorial design.
All simulations are performed in R version 3.1.2. For the mixed model
approach utilizing REML, the R package lme4 is used. Corresponding p-values
are calculated using the R package lmerTest, which uses the Satterthwaite
approximation adopted by SAS (Goodnight, 1976).
For each set of 10,000 p-values, the proportion of times the null hypothesis
is rejected, for a two sided test with αnominal = 0.05 is calculated.

Table 4. Summary of simulation parameters

Parameter Values
μ1 0
μ2 0 (under H0); 0.5 (under H1)
σ12 1, 2, 4, 8
σ22 1, 2, 4, 8
na 5, 10, 30, 50, 100, 500
nb 5, 10, 30, 50, 100, 500
nc 5, 10, 30, 50, 100, 500
ρ -0.75, -0.50, -0.25, 0.00, 0.25, 0.50, 0.75

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Type I Error Robustness

For each of the test statistics, Type I error robustness is assessed against Bradley’s
(1978) liberal criteria. This criteria is widely used in many studies analyzing the
validity of t-tests and their adaptions. Bradley’s (1978) liberal criteria states that
the Type I error rate α should be within αnominal ± 0.5 αnominal . For αnominal = 0.05,
Bradley’s liberal interval is [0.025, 0.075].
Type I error robustness is firstly assessed under the condition of equal
variances. Under the null hypothesis, 10,000 replicates are obtained for the
4 × 6 × 6 × 6 × 7 = 6,048 scenarios where  12   22 . Figure 1 shows the Type I
error rates for each of the test statistics under equal variances for normally
distributed data.

Figure 1. Type I error rates where σ12 = σ22, reference lines show Bradley’s (1978) liberal
criteria.

Figure 1 indicates that when variances are equal, the statistics T1 , T2, T3 ,
Tnew1 and Tnew2 remain within Bradley’s liberal Type I error robustness criteria
throughout the entire simulation design. The statistic Zcorrected is not Type I error
robust, thus confirming the smaller simulation findings of Mehrotra (2004).
Figure 1 also shows that REML is not Type I error robust throughout the entire

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simulation design. A review of our results shows that for REML the scenarios that
are outside the range of liberal Type I error robustness are predominantly those
that have negative correlation, and some where zero correlation is specified.
Given that negative correlation is rare in a practical environment, the REML
procedure is not necessarily unjustified.
Type I error robustness is assessed under the condition of unequal variances.
Under the null hypothesis, 10,000 replicates were obtained for the
4 × 3 × 6 × 6 × 6 × 7 = 18,144 scenarios where  12   22 . For assessment against
Bradley’s (1978) liberal criteria, Figure 2 shows the Type I error rates for unequal
variances for normally distributed data.

Figure 2. Type I error rates when σ12 ≠ σ22, reference lines show Bradley’s (1978) liberal
criteria.

Figure 2 illustrates that that the statistics defined using a pooled standard
deviation, T2 and Tnew1, do not provide Type I error robust solutions when equal
variances cannot be assumed. The statistics T1, T3 and Tnew2 retain their Type I
error robustness under unequal variances throughout all conditions simulated.
The statistic Zcorrected maintains similar Type I error rates under equal and
unequal variances. The statistic Zcorrected was designed to be used only in the case

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of equal variances. For unequal variances, we observe that the statistic Zcorrected
results in an unacceptable amount of false positives when ρ ≤ 0.25 or
max{na, nb, n c} − min{na, nb, nc} is large. In addition, the statistic Zcorrected is
conservative when ρ is large and positive. The largest observed deviations from
Type I error robustness for REML are when ρ≤0 or
max{na, nb, n c} − min{na, nb, nc} is large. Further insight to the Type I error rates
for REML can be seen in Figure 3 showing observed p-values against expected p-
values from a uniform distribution.

Figure 3. P-P plots for simulated p-values using REML procedure. Selected parameter
combinations (na, nb, nc, σ12, σ22, ρ) are as follows; A = (5,5,5,1,1,-0.75),
B = (5,10,5,8,1,0), C = (5,10,5,8,1,0.5), D = (10,5,5,8,1,0.5).

If the null hypothesis is true, for any given set of parameters the p-values
should be uniformly distributed. Figure 3 gives indicative parameter combinations
where the p-values are not uniformly distributed when applying a mixed model
assessed using REML. It can be seen that REML is not Type I error robust when
the correlation is negative. In addition, caution should be exercised if using
REML when the larger variance is associated with the smaller sample size.

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REML maintains Type I error robustness for positive correlation and equal
variances or when the larger sample size is associated with the larger variance.

Power of Type I Error Robust Tests under Equal Variances

The test statistics that do not fail to maintain Bradley’s Type I error liberal
robustness criteria are assessed under H 1. REML is included in the comparisons
for ρ ≥ 0. The power of the test statistics are assessed where σ12 = σ22 = 1,
followed by an assessment of the power of the test statistics where σ12 > 1 and
σ22 = 1.
Table 5 shows the power of T1, T2, T3 , Tnew1, Tnew2 and REML, averaged
over all sample size combinations where σ12 = σ2 2 = 1.

Table 5. Power of Type I error robust test statistics σ12 = σ22 = 1, α = 0.05, μ2 − μ1 = 0.5.

ρ T1 T2 T3 Tnew1 Tnew2 REML

0.75 0.785 0.567 0.565 0.887 0.886 0.922
0.50 0.687 0.567 0.565 0.865 0.864 0.880
na = n b 0.25 0.614 0.567 0.565 0.842 0.841 0.851
0 0.558 0.567 0.565 0.818 0.818 0.829
<0 0.481 0.567 0.565 0.778 0.778 -
0.75 0.784 0.455 0.433 0.855 0.847 0.907
0.5 0.687 0.455 0.433 0.84 0.832 0.861
na ≠ n b 0.25 0.615 0.455 0.433 0.823 0.816 0.832
0 0.559 0.455 0.433 0.806 0.799 0.816
<0 0.482 0.455 0.433 0.774 0.766 -

Table 5 shows that REML and the test statistics proposed in this paper, Tnew1
and Tnew2, are more powerful than standard approaches, T1 , T2 and T3 , when
variances are equal. Consistent with the paired samples t-test, T1, the power of
Tnew1 and Tnew2 is relatively lower when there is zero or negative correlation
between the two populations. Similar to contrasts of the independent samples t-
test, T2, with Welch’s test, T3 , for equal variances but unequal sample sizes, Tnew1
is marginally more powerful than Tnew2, but not to any practical extent. For each
of the tests statistics making use of paired data, as the correlation between the
paired samples increases, the power increases.
As the correlation between the paired samples increases, the power
advantage of the proposed test statistics relative to the paired samples t-test
becomes smaller. Therefore the proposed statistics Tnew1 and Tnew2 may be
especially useful when the correlation between the two populations is small.

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To show the relative increase in power for varying sample sizes, Figure 4
shows the power for selected test statistics for small-medium sample sizes,
averaged across the simulation design for equal variances.

Figure 4. Power for Type I error robust test statistics, averaged across all values of ρ
where σ12 = σ22 and μ2 − μ1 = 0.5. The sample sizes (na, nb, nc) are as follows:
A = (10,10,10), B = (10,30,10), C = (10,10,30), D = (10,30,30), E = (30,30,30).

From Figure 4 it can be seen that for small-medium sample sizes, the power
of the proposed test statistics Tnew1 and Tnew2 is superior to standard test statistics.

Power of Type I Error Robust Rests under Unequal

Variances
For the Type I error robust test statistics under unequal variances, Table 6
describes the power of T1, T3, Tnew2 and REML, averaged over the simulation
design where μ2 − μ1 = 0.5. Table 6 shows that Tnew2 has superior power properties
to both T1 and T3 when variances are not equal. In common with the performance
of Welch’s test for independent samples, T3, the power of Tnew2 is higher when the
larger variance is associated with the larger sample size. In common with the
performance of the paired samples t-test, T1, the power of Tnew2 is relatively lower
when there is zero or negative correlation between the two populations.

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Table 6. Power of Type I error robust test statistics where σ12 > 1, σ22 = 1, α = 0.05,
μ2 − μ1 = 0.5. Within this table, na > nb represents the larger variance associated with the
larger sample size, and na < nb represents the larger variance associated with the smaller
sample size.

ρ T1 T3 Tnew2 REML
0.75 0.555 0.393 0.692 0.645
0.50 0.481 0.393 0.665 0.588
na = n b 0.25 0.429 0.393 0.640 0.545
0 0.391 0.393 0.619 0.515
<0 0.341 0.393 0.582 -
0.75 0.555 0.351 0.715 0.589
0.50 0.481 0.351 0.688 0.508
na > n b 0.25 0.429 0.351 0.665 0.459
0 0.391 0.351 0.642 0.422
<0 0.341 0.351 0.604 -
0.75 0.555 0.213 0.559 0.693
0.50 0.481 0.213 0.539 0.649
na < n b 0.25 0.429 0.213 0.522 0.62
0 0.391 0.213 0.507 0.603
<0 0.341 0.213 0.480 -

The apparent power gain for REML when the larger variance is associated
with the larger sample size, can be explained by the pattern in the Type I error
rates. REML follows a similar pattern to the independent samples t-test, which is
liberal when the larger variance is associated with the larger sample size, thus
giving the perception of higher power.
To show the relative increase in power for varying sample sizes, Figure 5
shows the power for selected test statistics for small-medium sample sizes,
averaged across the simulation design for unequal variances.

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Figure 5. Power for Type I error robust test statistics σ12 > σ22 and μ2 − μ1 = 0.5. The
sample sizes (na, nb, nc) are as follows: A = (10,10,10), B1 = (10,30,10), B2 = (30,10,10),
C = (10,10,30), D1 = (10,30,30), D2 = (30,10,30), E = (30,30,30).

Figure 5 shows a relative power advantage when the larger variance is

associated with the larger sample size, as per B2 and D2 . A comparison of Figure 4
and Figure 5 shows that for small-medium sample sizes, power is adversely
affected for all test statistics when variances are not equal.

Discussion
The statistic Tnew2 is Type I error robust across all conditions simulated under
normality. The greater power observed for Tnew1, compared to Tnew2, under equal
variances, is likely to be of negligible consequence in a practical environment.
This is in line with empirical evidence for the performance of Welch’s test, when
only independent samples are present, which leads to many observers
recommending the routine use of Welch’s test under normality (e.g. Ruxton,
2006).
The Type I error rates and power of Tnew2 follow the properties of its
counterparts, T1 and T3. Thus Tnew2 can be seen as a trade-off between the paired
samples t-test and Welch’s test, with the advantage of increased power across all
conditions, due to using all available data.

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The partially overlapping samples scenarios identified in this paper could be

considered as part of the missing data framework and all simulations have been
performed under the assumption of MCAR.
The statistics proposed in this paper form less computationally intensive
competitors to REML. The REML procedure does not directly calculate the
difference between the two sample means, in a practical environment this makes
its results hard to interpret. The statistics proposed in this paper also lend
themselves far more easily to the development of non-parametric tests.

Conclusion
A commonly occurring scenario when comparing two means is a combination of
paired observations and independent observations in both samples, this scenario is
referred to as partially overlapping samples. Standard procedures for analyzing
partially overlapping samples involve discarding observations and performing
either the paired samples t-test, or the independent samples t-test, or Welch’s test.
These approaches are less than desirable. In this paper, two new test statistics
making reference to the t-distribution are introduced and explored under a
comprehensive set of parameters, for normally distributed data. Under equal
variances, Tnew1 and Tnew2 are Type I error robust. In addition they are more
powerful than standard Type I error robust approaches considered in this paper.
When variances are equal, there is a slight power advantage of using Tnew1 over
Tnew2, particularly when sample sizes are not equal. Under unequal variances,
Tnew2 is the most powerful Type I error robust statistic considered in this paper.
We recommend that when faced with a research problem involving partially
overlapping samples and MCAR can be reasonably assumed, the statistic Tnew1
could be used when it is known that variances are equal. Otherwise under the
same conditions when equal variances cannot be assumed the statistic Tnew2 could
be used.
A mixed model procedure using REML is not fully Type I error robust. In
those scenarios in which this procedure is Type I error robust, the power is similar
to that of Tnew1 and Tnew2.
The proposed test statistics for partially overlapping samples provide a real
alternative method for analysis for normally distributed data, which could also be
used for the formation of confidence intervals for the true difference in two means.

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