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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12 views

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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1answer
14 views

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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20 views

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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18 views

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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20 views

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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25 views

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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40 views

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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1answer
38 views

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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1answer
921 views

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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6 views

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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53 views

Breusch–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 Breusch–Godfrey test (Wiki link)...
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6 views

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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27 views

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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20 views

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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1answer
51 views

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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1answer
252 views

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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32 views

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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1answer
55 views

Reject $H_0: \mu_1 = \mu_2 = \mu_3$ but not $H_0: \mu_1 = \mu_2, H_0: \mu_3 = \mu_2,$ or $H_0: \mu_1 = \mu_3$?

Is it possible to reject $$H_0: \mu_1 = \mu_2 = \mu_3,$$ for example, with an F test in the context of an ANOVA table, but not reject any of the following $$H_0: \mu_1 = \mu_2$$ $$H_0: \mu_3 = \...
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36 views

Derivation of breakpoint Chow test

How do you derive the formula of statistic for Chow Test using the F statistic?
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39 views

Understanding t-test and f-test in multiple regression

I've some issues with the evaluation of statistics, a matlab regression test throws at me. I hope that you can help me understanding what t-stats and f-stats mean in my case. For a quick overview: I ...
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59 views

Using F-test for (generalised) linear models

I am working with regression on a data set and I am looking for a way to compare the results. From the data ($x$) and observed values ($y$) where $y\in[0, 1]$, I have three models: 1 (baseline): ...
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51 views

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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1answer
43 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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20 views

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 provided....
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28 views

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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58 views

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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60 views

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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27 views

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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25 views

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: $$Y_{it}=\alpha+\beta_{1}(treatment_{i})+\beta_{2}(time_{t})+\...
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84 views

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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33 views

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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12 views

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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87 views

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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8 views

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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30 views

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 $b&...
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126 views

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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7 views

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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18 views

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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76 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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79 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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26 views

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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29 views

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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25 views

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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112 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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69 views

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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34 views

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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48 views

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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57 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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30 views

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 ...