Any hypothesis test in which the statistic has an F distribution under the null hypothesis.
2
votes
1answer
68 views
F test for equality of variances
I know that the test statistic is $$F=S_1^2/S_2^2 $$
But I am looking at some example questions from my lecturer and some have confused me. For example:
For a certain game, individual game scores ...
0
votes
0answers
53 views
Preforming an F-test; comparing two STATA regressions
I'm doing an introductory course on econometrics, it's been so long since I took a course in statistics that I guess I've forgotten a few essential things.
I'm working through some exams for this ...
1
vote
1answer
73 views
Multiple hypothesis testing and F tests?
Does the multiple hypothesis testing problem apply to the calculation of an F statistic for joint significance? It seems to me that the more variables you are including in your test for joint ...
0
votes
1answer
469 views
How do I interpret the results from the F-test in excel
I have a fairly simple question regarding the interpretation of the F-test in Microsoft Excel.
Let't say these are the results of my F-test:
http://i.imgur.com/ZLzEQih.jpg
I am now wondering how to ...
3
votes
0answers
89 views
Unbiased hypothesis tests
Is there some textbook or expository account showing that the definition of "unbiased test" bears the same sort of relation to "unbiased estimator" that interval estimation generally bears to ...
1
vote
0answers
52 views
Symmetric measure of variable contribution to a regression
Take a linear regression setup with two "blocks" of predictors. The typical measures for the contribution of each block over the other are asymmetric (say, likelihood change, RSS change etc.). Is ...
0
votes
0answers
72 views
Computing the LRT and Wald test from a subset of informations
The answer might be really easy, but I have got some doubts about it.
These are all the informations I have.
...
2
votes
0answers
140 views
When to use likelihood ratio test vs. incremental F-test in nested nonlinear model selection?
I have two nested nonlinear models and I want to know which provides a better fit to some data. I see descriptions of both the likelihood ratio test and of the incremental F-test (also called the ...
1
vote
0answers
275 views
Question about Hausman-test for endogeneity with two endogenous regressors with potential heteroscedasticity
First question: Is the following example of computing the Hausman-test for endogenity with two endogenous regressors adequate?
Second question: Is it true that in case of heteroscedasticity, i.e. ...
0
votes
0answers
135 views
How to perform F test for multiple regression: $H_0: \beta_i = 0$ [closed]
This is for a homework that I'm supposed to do in SAS, but doing in R instead.
I want to perform an F-test for $H_0: \beta_i = 0$ for all $\beta_i$, all slopes equal to 0.
I have a linear model ...
3
votes
1answer
148 views
Why are different answers obtained for a regression F-test when using SSE and R2 formulas?
I cannot understand what I'm doing wrong with an F-test for the regression - I get completely different answers using SSE and R2 formulas.
Unrestricted model:
Restricted model:
1 restriction is ...
3
votes
0answers
205 views
Mean comparisons following multiple imputation
I need to do some simple mean comparisons between groups (basic F-test ANOVA) on data with missing values. I use R mice package for multiple imputation, but I can only pool results for the linear ...
4
votes
0answers
130 views
How to test equality of variances with circular data
I am interested in comparing the amount of variability within 8 different samples (each from a different population). I am aware that this can be done by several methods with ratio data: F-test ...
5
votes
2answers
2k views
How to interpret the confidence interval of a variance F-test using R?
I'm trying to understand the confidence interval returned by the function var.test() in R. More specifically, the confidence interval returned by var.test() is not the one I find when doing the ...
1
vote
1answer
550 views
Is a partial F-Test on a model reduced by only one variable valid?
For a recent project, I used multiple linear regression to model data. I attempted to choose between my initial full model and a reduced model by performing a partial F-test. The models used were the ...
3
votes
1answer
109 views
Am I getting something wrong? A question about a paper on the F-test
First, I'm sorry for the long post, but I needed a second opinion from you, the experts, about this problem!
I was reading a paper by Gallagher (2006), where he puts an example on "how one may ...
3
votes
3answers
265 views
Does the p-value in the incremental F-test determine how many trials I expect to get correct?
I've implemented an incremental F-test program that evaluates the fit of an unrestricted model $M_{UR}$ against the restricted model $M_R$ using the F statistic $\frac{SSE_{R} - ...
4
votes
3answers
854 views
Calculating the $p$-value of an $F$- statistic
I am trying to implement an algorithm for calculating $p$-values of $F$-tests and I need this method to be highly precise. It is easy to implement this with $z$- or $t$- tables, however I don't know ...
0
votes
0answers
32 views
Interpreting the results of an analysis [duplicate]
Possible Duplicate:
How to interpret basic output from a regression analysis?
I am wondering what does the following stand for: F( 2, 27) = 19.73. As far as I understand his has to do with ...
1
vote
0answers
104 views
Fisher's criterion distribution
My task is to show that Fisher's criterion distribution when the null hypothesis is true follows $F(k-m,N-k)$ when df increases. Here $k-m$ is number of restriction.
So I can write a null hypothesis ...
0
votes
1answer
1k views
Not-significant F but a significant coefficient in multiple linear regression
I have a regression with two continuous predictors and one dichotomous predictor in Model 1 and two interactions of each of the continuous predictors with the dichotomous predictor in Model 2. The ...
5
votes
0answers
541 views
Sample size formula for an F-test?
I am wondering if there is a sample size formula like Lehr's formula that applies to an F-test? Lehr's formula for t-tests is $n = 16 / \Delta^2$, where $\Delta$ is the effect size (e.g. $\Delta = ...
