Tagged Questions

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

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How to calculated test F with only output glm?

I have to calculate the value of the test F (no software needed ) . I read several notes, but I can not understand how I do . The idea is to take Null deviance and Residual Deviance and split in some ...
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What's the difference between t-test and sequential F-test?

I just started learning linear regression, and I couldn't completely understand the difference. I know the t-test is testing NH:$\beta_i = 0$ and AH: $\beta_i \neq 0$. The overall F-test is testing ...
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Interpresting R^2 and F-test of data with different variances

I have results where the sum of squared errors are very similar (SSE=Sum(y_Est-y)^2) but the corresponding R^2 are very different as are the F-test results. The coefficient of determination can be ...
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Comparing Subgroups vs Overall Relative Differences across Treatment

I have two very large unpaired control / variant groups, and a dependent variable that is the success/failure of a binomial, with a relatively small effect size between the treatment groups. If I ...
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What is the mechanism of f-test?

F-test statistic is the ratio of two variance and if the value of F-test statistic equals to 1 or closer to 1 that means that those two variance are equal then we do not reject the null hypothesis.But ...
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How to interpret non significant F-test for main effect (genotype), but significant differences in the means of the genotypes?

I am analyzing an experimental data set based on the trait values under drought condition. The experiment was carried out on three separate drought environments. First, I have done a single ...
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Why do I get chi values, when I've stated F test?

I am trying to do an lmer and find my MAM model, using the lme4 package, and have two problems/questions in that connection. Q1: My starting model is this: ...
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How to test that a categorical factor doesn't have an effect?

I have two categorical values in an normal linear model and the mean value specification is that they both have an effect but there is no interaction. In R, this was modelled as lm(x~ A + B). I ...
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F test or T test for a regression model

I am reviewing some lecture material and I was wondering if there was a typo in the material. I believe the material is trying to show the effect of multicollinearity on the independent variables in a ...
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Why is F-test so sensitive for the assumption of normality?

Why is the F-test for difference in variance so sensitive to the assumption of normal distribution, even for large $N$? I have tried to search the web and visited the library, but none of it gave any ...
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Difference between expected spending and spending observed. What kind of statistical analysis should I apply?

I would like some advice from you about what kind of statistical analysis I could do about that data. My case is as follows: According to a research I have the information that the financial health ...
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Breuschâ€“Godfrey test under heteroskedasticity

Do I need to account for heteroskedasticity when performing the (vector) AR1-2 test? The Autocorrelation (AR) 1-2 test is defined as follows - often reffered to as the Breuschâ€“Godfrey test (Wiki link)...
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Partial F test given Correlation matrix

How do I do a partial F test if the only information I have is number of observations and the correlation coefficient matrix? I read that the squared of the correlation coefficient is equal to $r^2$. ...
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Confused about F-contrast and F-test in statistical software

Let's say I have an estimated parameter $\beta$ from a general linear model for 2 subject groups (with the $\beta$s corresponding to their means). If I wanted to do a two sample t test in a ...
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How to apply Chi Squared test according to this Simulation?

I would like to introduce the following scenario to better clarify my question: Let's say that one day while doing research on the city of Villy God has appeared to me and told me that city there are ...
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Does the F-test for multivariable regression work with non-normal residuals but large sample size?

Suppose I am building a multiple regression model, perhaps with 5 explanatory variables. Suppose the residuals are not normally distributed (based on a Q-Q plot and a D'Agostino test, due to kurtosis)....
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Difference between selecting features based on “F regression” and based on $R^2$ values?

Is comparing features using F-regression the same as correlating features with the label individually and observing the $R^2$ value? I have often seen my ...
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How is two-sample ANOVA the same as two-sample t-test?

When testing the differences between the means of two groups, I'm aware that one can use the ANOVA test, and/or the ...
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Interpreting numerator of an F-statistic

"the numerator expresses a measure of squared distance standardized by the covariance matrix" That is the author's interpretation on page 97 in Introduction to Linear Regression Analysis by ...
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What is the restricted equation of a test including three variables?

What is the restricted equation of a test including three variables? On gretl i've been try to test manually by f test $$y_t = B_1 + B_2x_2 + B_3x_3 + B_4x_4 + e_i$$ That H_0: B_2 + B_3 = B_4 ...
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degrees of freedom of error for fisher of test set

as you know fisher statistics is calculated from F=(MSS/p)/(RSS/n-p-1) where n,p represent number of points and number of variables. n-p-1 is degree of freedom. i want to calculate F for my test set ...
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One-tailed F-test with one restriction

I have a regression, e.g. $Y=a+b_1X_1+b_2X_2+c_1Z_1+c_2Z_2+e$ Is it possible test the one-tailed null $b_1+b_2<=c_1+c_2$ against the alternative $b_1+b_2>c_1+c_2$? Notice that this is an $F$-...
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Treatment-experiment interactions in multivariate data

I have a data set of multivariate data (4 treatments, 3 samples per treatment, 14 variables, the variables are concentrations of different metabolites). I have 2 repetitions of the same experiment, ...
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Can F-Test being true be considered as a pre-condition for T-Test? [duplicate]

From what I understand, T-test is used to determine the equality of means of 2 samples and F-Test is used to determine the equality of variance. The null hypothesis of T-test is that of equality of ...
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Deriving the F-test for a complex comparison

I would like to clarify a passage from Maxwell & Delaney, Ch.4 Extension in which the authors explain how to perform an F-test for a complex comparison. In what follows, the coefficients $c_j$ ...
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Multivariate Bayesian Testing with an F-test

In Bayesian statistics a standard way to perform a Lindley significance test for the hypothesis $\theta=\theta_0$, where $\theta_0$ is the suggested value for $\theta$ at the $\alpha$ level of ...
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Interpreting var.test results in R

I am trying to learn F test and on performing the inbuilt var.test() in R, I obtained the following result with ...
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Compare F-statistic of regression coefficients from SUR model with t-statistics

I have to models I want to compare: The first group applies pooled OLS regression and reports the t-statisitc for each regression coefficient. The second group applies seemingly unrelated regression ...
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What is the meeaning of the R-squared value in Excel Trendline and how to do Significance test for R-squared?

I have a table where X is Years and Y is the difference in temperatures for January acquired from 2 different sources( eg in Year 1991 the difference is -1.5). In Excel I have created a trendline and ...
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Finding value of f statistic to test for difference between treatment means given the following table

Im not really good with statistics and cant really find a way to answer this question. Finding value of f statistic to test for difference between treatment means given the following table.
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When is non-normality severe enough to warrant using different tests?

I've been doing quite a bit of reading on the topic of non-normality, and how it pertains to the F-test. My understanding is that non-normality tests aren't very useful, as outlined in the arguments ...