Accounting for regression to the mean under the bivariate t-distribution

Regression to the mean occurs when an unusual observation is followed by a more typical outcome closer to the population mean. In pre- and post-intervention studies, treatment is administered to subjects with initial measurements located in the tail of a distribution, and a paired sample <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>t</mml:mi></mml:math>-test can be utilized to assess the effectiveness of the intervention. The observed change in the pre-post means is the sum of regression to the mean and treatment effects, and ignoring regression to the mean could lead to erroneous conclusions about the effectiveness of the treatment effect. In this study, formulae for regression to the mean are derived, and maximum likelihood estimation is employed to numerically estimate the regression to the mean effect when the test statistic follows the bivariate <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>t</mml:mi></mml:math>-distribution based on a baseline criterion or a cut-off point. The pre-post degrees of freedom could be equal but also unequal such as when there is missing data. Additionally, we illustrate how regression to the mean is influenced by cut-off points, mixing angles which are related to correlation, and degrees of freedom. A simulation study is conducted to assess the statistical properties of unbiasedness, consistency, and asymptotic normality of the regression to the mean estimator. Moreover, the proposed methods are compared with an existing one assuming bivariate normality. The <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>p</mml:mi></mml:math>-values are compared when regression to the mean is either ignored or accounted for to gauge the statistical significance of the paired <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>t</mml:mi></mml:math>-test. The proposed method is applied to real data concerning schizophrenia patients, and the observed conditional mean difference called the total effect is decomposed into the regression to the mean and treatment effects.