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

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degrees of freedom from empirical sum of squares

I am quite new to all this and would greatly appreciate some guidance. I have the following situation: I have count data (y- values) for x- values between 0 and 100 from an experiment Z This count ...
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39 views

Transforming models and conducting hypothesis tests

The population relationship between $y$ and $x_1, x_2, x_3$ is \begin{equation} y_t=\beta_0+\beta_1x_{1t}+\beta_{2}x_{2t}+\beta_3x_{3t}+\epsilon_{t} \end{equation} with $\epsilon_t\sim N(0,1)$. The ...
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Doing an F test, only sample size, means, and stdev given

I've attempted to Google this problem to no avail. This is a homework question. There are 2 groups. For each, the sample size, sample mean, sample standard deviation is given. Raw data isn't ...
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Understanding the proof of F-test

I am having a difficult time understanding the proof of the F-test. What do the second and third line stand for? What are these lines specifically telling?
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How can I prove that the f-statistic does not follow an F distribution in the context of step-wise regression?

There is a good number of threads about the deficiencies of step-wise regression, and particularly on the shortcomings of the partial F test as a tool for step selection. However I find it difficult ...
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Is it possible to use F-statistics to test if beta=1 and alpha=0 in the CAPM?

Is it possible to use F-statistics to test if beta=1 and alpha=0 in the CAPM even though the joint distribution of excess return of equity and excess return of the market are not bivariate normal? ...
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Why do chi-squared and F statistic formulas involve $s^2$ not $s^2/n$?

Could someone please clarify why in Chi-squared and F-statistic calculation formulas sample variances are used as $s^2$ and not $s^2/n$ (like in Z or t tests)? $\chi^2 = \frac{(n-1)s^2}{\sigma^2} $ ...
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Difference-in-differences analysis with non-significant coefficients but significant F-test

I have performed a difference-in-differences analysis but I'm not sure how to interpret the results. I have a regression on the form: ...
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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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Grouping data in R for lack of fit test

Suppose we have a SLR $Y=\beta_0+\beta_1X$, to conduct F-test for lack of fit, we need to group $(X,Y)$ according to the $X$ value. The following code can group $X$ and finish the test: ...
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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 = ...
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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 ...
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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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One-tailed $F$-test with multiple restrictions

I have a regression, say $Y=a+bX_1+cX_2+e$. I know how to do the standard $F$-test for $b=c=0$. However, in my case, both coefficients $b$ and $c$ should be positive. So is there a way to test if ...
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F-test vs. BIC for forward stepwise nested linear model selection

I'm an astronomer trying to choose an appropriate linear model for some time series data. The models I'm choosing between are successively higher-order polynomials in the independent variable $t$ ($y ...
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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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47 views

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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50 views

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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70 views

Testing for Partial Structural Break in R

I want to test for a partial unknown structural break in a time series. By this I mean that I want to test $H_0: \beta_{1} = \beta_{2}$ such that $Y_t = \beta_{0}^{'}X_t + \beta_{1}^{'}Z_t(t<T) + ...
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What is a basic f-test actually telling me?

When I do an F test(think of an F test you'd learn about in a first year stats paper) I get a ratio of variance between/variance within. I understand what the indivudual components are i.e the ...
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multiple hypothesis testing, one-sided

I have a regression $Y = \beta_1 X_1 + \beta_2 X_2 + \beta_3 X_1 X_2$. I would like to test several joint hypotheses, including, for example: $\beta_1<1, \beta_2=\beta_3=0$; and $\beta_1<1, ...
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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 ...
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42 views

Comparing regression coefficients using F-test to assess for batch effects

Here's what I have: two datasets with ~27,000 variables (same variables for each dataset). I'm trying to test whether or not dataset1 and dataset2 display batch effects. Namely, I want to do PCA and ...
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Testing wheither variance of 3 interaction terms differ from each, f test

I have performed a multiple regression with 3 independent variables (in-store factors) 1 moderator (involvement) and 1 dependent variable (store image). I made 3 interaction terms and tested the ...
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The F-test is a test for variance so why do we use F-test in ANOVA? [duplicate]

To test the mean vector we use ANOVA, and to test two variances we use the F-test, but my question is in ANOVA why we do use the F-test ?
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Can F-Test be used for arbitrary nested non-linear model selection

Suppose I have data consisting of pairs $(x_i,y_i)$. To this I want to fit a function $\hat{y}_i=f(x_i;a_1,\ldots,a_n)$, where $a_j$ are parameters. The functions nest in the sense that setting the ...
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Goodness of fit. How to evaluate if polynomial of order n+1 gives statistically better fit than polynomial of order n?

I fit polynomials with increasing order to some data. What is the best way to evaluate if the additional parameter of polynomial of order n+1 provides a statistically significant better fit than the ...
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How would I determine statistical significance for ad impressions?

I'm programatically adding keywords to bid on. Some keywords will trigger ads and impressions, and some impressions will trigger clicks. Clicks / impressions = CTR (click-through-rate). Clicks cost. ...
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How should I treat F test if one of variances is equal 0?

I have two groups with 20 elements in each. In one group variance is equal 0. I want to do f-test. Can I? And how should I interpret results (in this case)?
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Intuitive treatment of math for F-test in multiple regression

Can anyone point to an online explanation of why the F-test works for multiple regression? I found tons online, but I am looking for the sometimes contradictory requirement of the explanation being ...
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148 views

F-test of joint significance vs multiple t-test for regression parameters? [duplicate]

In the context of linear regression, I don't understand why you need to perform an F-test for the H0 that all parameters are zero, instead of just looking at all the t-tests for each parameter. I ...
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model comparison: chi2 vs. AIC (and BIC)

I've been using the approach from Appendix A from this paper. It states that if I have two fits with $\chi^2$ values $\chi^2_1(\nu_1)$ and $\chi^2_2(\nu_2)$ ($\nu$ - degree of freedom), then their ...
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Two-way ANOVA: error variance in numerator of F statistic for main effect

Let us consider a balanced two-way ANOVA without replications, having $m$ columns and $n$ rows. If we want to test the column effect, we use the statistic $F(c)=MS(c)/MS(e)$, where $MS(c)$ is the mean ...
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Difference between F-test and separate t tests on each variable?

Why can't we separately test each variable(using t-test), whether or not it is equal to 0? Why should we use the F-test for checking if all coefficients combined are equal to 0?
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Significant omnibus f-test but planned comparison testing showing no evidence of effect

i'm testing the relationship between four age groups of teachers on their perceived level of job security. I've run an omnibus f-test on some data, 240 subjects- no examples of any skewness, and it ...
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Is F test used for feature selection only for features with numerical and continuous domain?

F statistic/test can be used for feature selection, e.g. from http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.f_classif.html#sklearn.feature_selection.f_classif ANOVA ...
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Interpreting parameters for F-Test for Fixed Effects (Panel Data)

Source: Park, Hun Myoung. 2011. Practical Guides To Panel Data Modeling: A Step-by-step Analysis Using Stata. Tutorial Working Paper. Graduate School of International Relations, International ...
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569 views

How to perform F-test significance testing in Matlab?

I have two quantities in Matlab say T1 (1x44100 array) and T2 (1x44100 array). I have calculated their ratio ...
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F-Test for Equality of Variances with Weighted Survey Data

I would like to use an F-Test for Equality of Variances on a variable to compare two groups. Normally, this would be done with an sdtest command in Stata or a ...
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F-test to determine whether more than two sets of data differ

Here is the context for my question: I understand that you can fit the same model to two different datasets separately and then fit the model to the datasets pooled together as a way to discern ...
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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, ...
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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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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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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 ...