Any hypothesis test in which the statistic has an F distribution under the null hypothesis.

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29 views

Powering a study to show differences in variance, e.g. in R?

I'm hoping to do a study to calculate whether 1 method of measurement is more variable than another in a subgroup of patients. I assume this will be done with an F-test, from some reading? However, ...
3
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1answer
27 views

ANOVA Omnibus F-Test

I ran an ANOVA test on some data. The Omnibus F-test comes back with a P-value of 0.3726. I was taught that this means that none of the individual variables would show as significant. But one of my ...
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30 views

Test fixed effects for joint significance in R

Just as in this post I'm looking to test for the joint significance of the fixed effects in a model. Unlike the post I referred to, I'm looking to test each fixed effect individually. I have used a ...
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15 views

Stata: Test if fixed effects are needed

In Stata, what is the command I should use to test if fixed effects are needed in my panel data regression? The output to test for redundant fixed effects should be Cross-section F-Test ...
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12 views

Matrices F and c for F test?

In $\mathcal{F}$ test, the hypotheses involve multiple regression coefficients with the $\mathcal{F}_{0}$ test statistic: \begin{equation} z_{j} = \beta_{0} + \beta_{1} x_{1} + \beta_{2} x_{2} + ... + ...
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1answer
19 views

Why do we make a F-Test rather than a Beta-Test in ANOVAs?

When one performs an ANOVA, (s)he always end up calculating the observed F-ratio and comparing it to the appropriate F-distribution. From this post, I discovered that the coefficient of correlation ...
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12 views

A proper use of the Cragg-Donald F-Statistic with more than one endogenous variable

I've read that the Cragg-Donald F-Statistic is similar to an F-test on the first-stage OLS regression when you have one endogenous variable. But with more than two endogenous variables, you should use ...
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14 views

F test in random effects panel regression

I'm using random effects panel regression and I've 3 covariates not statistically significant and I want to test if the three parameters associated with those covariates are jointly equal to 0. Could ...
2
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1answer
44 views

$F$-test for hypothesis $\beta_1+\beta_2=2\beta_3$ in a regression

In a regression $y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \beta_3 x_3 + \epsilon$, how do I use an $F$-test to test the hypothesis $\beta_1+\beta_2=2\beta_3$? The standard $F$-test would test a ...
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1answer
58 views

Size of Tukey's 1 Degree of Freedom Test

In Oehlert (p. 218) the following algorithm for computing Tukey's one degree of freedom test for non-additivity is suggested: Fit a preliminary model; this will usually be an additive model. ...
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1answer
15 views

How to say whether the variances of multiple groups are different?

I am building a hierarchical model for prediction purposes, and I am considering modeling the variances of each group in addition to the means. This is a graphical depiction of what I would like to ...
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1answer
73 views

Effect of sample size in F-test?

Having worked hard to understand the t-test, I'm rapidly falling out of love with it. All that is required in the t-test to gain significance is increase sample size, which renders it close to ...
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52 views

lm and nls F test in R

I am trying to compare a linear model and other non linear models(Asymptotic, Logistic and Ricker) by means of an F test or a likelihood ratio test. I have tried anova(Linear, Logistic,Ricker, ...
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9 views

postestimation test

I have run two regression models. one is GLM with logit link and Binomial family and the other is tobit regression. I want to compare the coefficient of some of my independent variables in each model. ...
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0answers
14 views

Alternative to permutation F-test for violation of constant variance and non-normal data

Is there an alternative statistical method similar to permutation F-Statistics that would work for data that is non-normal and has unequal variance to analyze treatment differences for multiple ...
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13 views

Description of how the variance in `Y` changes with the discrete variable `X`?

Let Y be a continuous response variable and X be a discrete explanatory variable. I am interested in developing a statistical ...
2
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1answer
56 views

t test vs. F test

In linear regression, I have heard that the t test is more versatile than the F test because the t test can test the null hypothesis $H_0:{\beta_1}=k$ for $k$ a constant, whilst the F test can only ...
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1answer
75 views

F-test on two regression models

How to compare two simple regression models? Say I have two regression models: Model 1: $Y= c+X_1+X_2$ Model 2: $Y= c+X_3+X_4$ How to test null hypothesis that both of these models have equal ...
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13 views

Comparing the slopes from two models

I'm working on investigating the results of two models of a dataset. The dataset has several thousand data points (representing daily measurements over the course of several years). The data have a ...
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9 views

Fmax permutation for multiple comparisons [duplicate]

In an EEG experiment we presented stimuli from four conditions. This was a within-subject design. Dependent variable was the amplitude of brain activity. For each pre-defined regions of electrodes on ...
3
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1answer
49 views

Is an F-test for equality of variance appropriate for a very large dataset?

I have a dataset with about 500,000 subjects and I am trying to establish whether the variance is equal. I first performed an F-test but then I realised the data is slightly skewed with kurtosis. So ...
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2answers
115 views

AR(q) model with F-test

I am wondering that if we have an AR($q$) model for time series: $$X_i=\beta_1X_{i-1}+..+\beta_{p}X_{i-p} + \beta_{p+1} X_{i-p-1} +...+\beta_{q} X_{i-q}+\epsilon_i,\epsilon_i \;\text{iid}\; ...
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18 views

f-test in context in scale reliability

In SPSS I have Scale->Reliability test. I used it for finding Cronbach alpha for my scale (11 items overall). However, in the same window in SPSS there is a checkbox "ANOVA TABLE -> F-test". I do not ...
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4answers
294 views

Both t-test and F-test are significant, do I report both?

I undertook a large study (N about 200 in both control and treatment) in which one of the user ratings is significantly different (p < 0.0001). When I ran the unpaired t-test, the F-test also ...
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1answer
92 views

F-test for dummies

Assume following model: $Sales_i = a +b_i*Price*Dummy+Advertsing*Dummy$ $Sales_i$ represent the sales in retailer i (either 1 or 2) and $Dummy$ is a dummy variable giving value 1 to retailer 2 and 0 ...
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621 views

How do I interpret a variance ratio test in Stata?

I need help with interpreting output from a Variance Ratio Test in Stata. $f = 1.2988$ (my variance) $\text{Degrees of freedom} = 249, 493$ I have Ho: ratio = 1 as my null Ha: ratio != 1 Am I ...
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35 views

F-test for equality of variance

Assuming perfect normality, independence, etc. and testing for equality of variance between two population (where we know that $\sigma_x^2 $ is not lower) and (thus) use a one-sided test. $$H_0: ...
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33 views

Multiple Comparison of Standard Deviations

I have a question about comparing multiple standard deviations: To start with, let's say I have calculated two standard deviations (s1, s2) from a series of random samples. If I want to determine ...
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19 views

F-Test in ANOVA with two within-Factors: why are there different denominators in the F-test?

in a two factorial ANOVA, the MS of Factor A (or B) as well as the interaction is divided by the MS of the residuals: e.g. F = MS_FactorA/MS_Residuals If I have two within factors, only the ...
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1answer
44 views

One tailed or two tailed test?

I have a simple question. I'm not sure which one to use, whether it should be one tailed or two tailed test. I have two sets of data - any type of measurements. First test is in perfect conditions ...
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1answer
38 views

How to determine if there is a spatial dependence in data?

My data consists of data measured at different positions (250 measurements in a 5x5 grid). It has been proposed that results may be somewhat dependent on the position. Looking at the data I don't ...
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0answers
81 views

How to report confidence intervals for an interaction?

I have a significant interaction in a repeated measures ANOVA. Two groups in my data are significantly different from one another. In order to report the overall confidence intervals, when I report ...
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0answers
52 views

$\chi^2$ test vs F-test in feature selection

In the context of feature selection for classification, does it make sense to use one filter based on $\chi^2$ test and the other one based on F-test? Or they are "interchangeable"?
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101 views

Compare linear regression slopes for two datasets, each with a different predictor variable

I have two data sets. In one of them I am controlling the predictor variable $X_1$ and observe the response on $Y$. In the second one I control $X_2$ and observe the response on $Y$. I perform linear ...
2
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0answers
46 views

Number of significant linear predictors if predictors are not independent?

I would like to determine which of a set of candidate predictors $\{x_1, x_2,\ldots, x_n\}$ are significantly relevant to the linear prediction of $y$. Typically, one can compare a full model ...
2
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1answer
32 views

f test of equality of variance on error variances

Is it all right to do an F test of equality of variances on error variances (RSS divided by degrees of freedom)? Thanks a lot.
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1answer
228 views

Using F-tests for variance in non-normal populations

I'm fairly new to stats, so please excuse me if this problem is hopelessly elementary or misinformed. Basically, I'm wondering if you can help me understand whether I'm using the F-Test for variance ...
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322 views

F-test: Testing unrestricted model vs. restricted model in Gretl and SPSS

I have a proposed a model for Corporate Social Responsibility determinants (not important). Among my independent variables I obtain two that are statistically not significant. Following Wooldridge ...
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2answers
77 views

F-test and F-distribution

When comparing variances, very often a F-test is used. $$F=\frac{s_1^2}{s_2^2}$$ We then compare $F$ to an F-distribution. The assumption of this test is that the two samples (which variances are ...
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1answer
16 views

T-test on indicator for a group of betas vs. F-test on the same group

If I estimate the following regression on a large data set: $y = b_0x_0 + b_1x_1 + b_2x_2 + b_3x_3 + b_4x_4$ where $x_0, x_1,...x_4$ are all dummy variables indicating group membership, and I create ...
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45 views

Wild Bootstrap F-test

Is anyone aware of code for a wild bootstrap F-test? Namely, testing joint significance of several coefficients where the standard errors of each coefficient are computed using a wild bootstrap. The ...
2
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1answer
149 views

F test to test equality of variance

I have a single time series which will be divided on the date of the policy change before and after. I want to compare the variances between the two time sections and I am told to do an F test of ...
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64 views

Homogenity of Variances - F-test and Levene Test yield different results - which one to trust?

I want to perform a t-test on two independent samples with each n = 50. to check the assumptions, I ran an F-test for homogenity, which is significant. then I used SPSS which does a levene test by ...
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4answers
72 views

Did I pick the right t-test based on the results from the F-test?

I am presenting my thesis in two weeks and have some troubles with the statistical part, and I would be very grateful if someone could help me out since I dont really know what I am doing. I started ...
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0answers
44 views

Linear model for this problem? Which regression coefficients should I use?

Suppose a researcher was investigating gender-based wage disparities across 10 different firms. The researcher obtained the following data from these 10 companies employees: 1) years of ...
3
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0answers
69 views

When to use F-Test versus Chi-Square Test in Analysis of Deviance

I'm choosing a GAM, and when I try to do anova(model.1, model.2, test="F") It gives me a warning message saying that the F test is inappropriate for binary ...
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58 views

Regression: finding p-value and F

I'm working on stats homework, and I've come across a problem I cannot figure out. It's a multi-part problem, and I've correctly answered a number of the questions, but there are a few that are not ...
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2answers
1k views

How to get F-test p-value

Suppose we can choose from two different catalysers. 10 observations are taken from the first one and 12 from the other one. If $s_1 = 14$ and $s_2 = 28$, can we reject at $\alpha = 5\%$ the ...
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256 views

Is the F test for R² in (multiple) Regression one- or two-tailed?

I have been wondering about the F test that is provided by many statistical packages along with the standard regression output. As I understand it, F can be computed by $$ F_{df_{reg},df_{res}} = ...
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1answer
260 views

F-test formula under robust standard error

I am attempting to write a program that will (among other things) use the F-test in multivariate regression under standard robust errors. I am having trouble finding a specific formula for the ...