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

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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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34 views

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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2answers
37 views

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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1answer
26 views

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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1answer
14 views

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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15 views

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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14 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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24 views

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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39 views

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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1answer
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, ...
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1answer
82 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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45 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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20 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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15 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
28 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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19 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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16 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 ...
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1answer
53 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
65 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
16 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 ...
3
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1answer
120 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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66 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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10 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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18 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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16 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 ...
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1answer
67 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
103 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 ...
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1answer
52 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
131 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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23 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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403 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
99 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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1answer
944 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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1answer
37 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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21 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
49 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
39 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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98 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
62 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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108 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
52 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
42 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
270 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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430 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
85 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
17 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 ...
2
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0answers
46 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 ...