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

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13 views

F-test formula under robust standard error

I am attempting to write a program that will (among other things) use the F-test in multivariate regression under standard robust errors. I am having trouble finding a specific formula for the ...
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1answer
39 views

comparing R-squared and F-stat

I am doing multiple regression with Gas production (l/d) as response variable, and flow rate (l/h) and COD influent (g/l) as explanatory variables in R. I made two models. ...
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1answer
52 views

R: Setting an F-statistic to determine variables for a multiple linear regression model

I am trying to understand the steps behind the linear regression process. I already have a linear model like: lmodel1 <- lm(y~x1+x2+x3, data=dataset) for which ...
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1answer
64 views

P-value of F-test to compare two variances (var.test in R)

I am trying to understand where the p-value of a F-test comparing two variances comes from. More specifically, the p-value given by R's var.test function does not ...
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1answer
24 views

Is it possible to have an F-test with a $p<.05$ even if there is an $R^2<.1$ for a least squares analysis in JMP?

I've been working with JMP, and I have found that often I get a significant p value but a relatively small r. Is this supposed to happen?
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2answers
96 views

Comparing interaction effects using different variables. Possible?

I want to compare which are the "most important" interaction effects (in a data driven way, I realize that it is has downsides). I realize that for substantial researchers this does not make sense, ...
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27 views

How come we can't conduct t-test and f-test in MLE?

Isn't the equation derived using MLE a regression? Doesn't that allow for t and f test? Please help, thanks.
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2answers
65 views

Trying to understand the F-statistic

According to wikipedia, in regression problems, consider 2 models, the F-statistic is $$F=\frac{(RSS_1-RSS_2)/(p_2-p_1)}{RSS_2/(n-p_2)}$$, where $p_1,p_2$ are the degrees of freedom of the 2 models ...
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42 views

Testing “weak” instruments - F test

I would like to address the endogeneity problem in my model. Let me go step by step. I have panel data for 19 countries, 1995-2010. My regression model: ...
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1answer
52 views

How to determine a null and alternative hypotheses and interpret F-test results, a specific example

I'm trying to figure out how to interpret the ftest in 1.2(iv) of the attached sheet. What is the alternative hypothesis being assumed, and what is the null hypothesis being assumed? Is the ...
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1answer
55 views

How to check for linear constraints of coefficients in logistic regression in R?

I have a logistic regression model with several variables. I want to test the hypothesis of, say $a \beta_i = b \beta_j$ for constants $a,b$. I know that this can be theoretically done with an ...
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0answers
74 views

Which test to use when comparing variances for data that is not necessarily normally distributed

I am a biologist looking for guidance regarding which statistical test to use when comparing variances in data. I am comparing two theoretical distributions to the experimental data. The data in the ...
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26 views

F-Test for comparing autocorrelations across groups

I've read a paper where they compute an $F$-test for the hypothesis that the autocorrelations of two groups are equal. Specifically, they estimate the autocorrelations of two time series $x_t$ and ...
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1answer
44 views

When Should The Following Tests Be Run

What are the assumptions behind each of the following types of tests (i.e. what are the prerequisites to running each test). Paired-t Sign Two-Sample t Pooled Two-Sample t Two Proportions F I ...
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46 views

Writing R Function To Determine Which Statistical Test Should Be Run

I am trying to write a function in R that determines which of the following statistical tests should be run on a set of data: {paired-t, sign, two-sample t, pooled two-sample t, two proportions, F} ...
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99 views

General linear hypothesis testing in repeated-measures multivariate linear model

In a multivariate linear model $Y = XB + U$, where within-subject (or repeated-measures) factors are coded as simultaneous response variables in $Y$, a general linear hypothesis can be formulated as ...
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0answers
37 views

F-test for equality of regression coefficients

I have been trying to look for a reference on the theory behind using the F-test to test for the equality of regression coefficients. The closest I could find is this, which is for general linear ...
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0answers
31 views

Alternative denominator for F test in nested model comparison?

In comparing two nested multivariate models, the usual F test statistic is in this form: $\frac{(SSR_2 - SSR_1)/(p_2 - p_1)}{MSE_2} \sim F_{p_2-p_1, N - p_2}$ assuming model 1 is nested within model ...
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1answer
119 views

Is AIC appropriate for model selection when the parameters are fitted by least-squares rather than MLE

I want to compare the fit of a linear model (M1) and nonlinear model (M2): M1: $y = b_0 + b_1x_1 + b_2x_2 + b_3x_1x_2 + \epsilon, \epsilon \sim N(0, \sigma^2)$ M2: $y = b_0 + b_1x_1 + b_2x_2 + b_1 ...
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2answers
147 views

Large sample size and partial F-test for multiple regression makes adding a variable always significant

I am developing a two variable multiple regression model. ie. $$ Y = b0 - b1 * X1 + b2 * X2 $$ I am using the following formula for partial F-test from ...
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79 views

Heteroscedasticity-consistent F-test

Why is the F-test for overall significance (OLS regression analysis) invalid when residuals are heteroscedastic? Is there a way to calculate it in a consistent way under heteroscedasticity? Is there ...
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13 views

F test for regressions with a small N with robust standard errors [duplicate]

I have a binary dummy with only a very small number of values for this dummy set to "1" (say 7 out of 120). When I run the regression the F-test using robust standard errors, the f-test does not show ...
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26 views

Regression to a known model combined with significance tests on non-model independent parameters

First the basics : I have a set of independent variables, a single dependent variable, and a model the relates them. I experimentally vary the independent variables across a discrete set of ...
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1answer
194 views

“One-tailed” Levene Test

F-tests can be two-tailed (to test that $s_1^2 \ne s_2^2$) or one-tailed (to test that $s_1^2 > s_2^2$). How can I modify Levene/Brown-Forsythe to be "one-tailed", that is, to test $s_1^2 > ...
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1answer
482 views

Adjusted $R^2$ & F test are not shown in regression with robust standard errors in Stata

The adjusted $R^2$ is not shown when a regression with robust standard errors is calculated in Stata. This is surprising to me since the value of the $R^2$ is unaffected in regressions with robust ...
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75 views

Testing for equality of variance - with repeated measures?

I have 40 "subjects", each of them did 5 types of exams. The question I wish to test is if there is a difference in variance between the exams. That is, I would like to run something like a ...
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361 views

F test and categorical variables

I am trying to compute a regression. I have a continuous dependent variable (investment in millions of dollars) One continuous independent variables Five dichotomous indicators (1 / 0) Four ...
4
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1answer
1k views

Why do we use a one-tailed test [F-test] in analysis of variance (ANOVA)?

Can you give the reason for using a one tailed test in the analysis of variance test? Why do we use a one-tail test - the F-test - in ANOVA?
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1answer
423 views

ANOVA interaction term non-significant but post-hoc tests significant

I have animals which took either drug A or drug B (drug factor), and these same animals were either dehydrated or euhydrated (treatment factor). The F-tests for my ANOVA model tell me that only ...
0
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1answer
217 views

Comparing two F-test statistics

I have two groups A and B, each of which consists of 5 samples. Each sample is described in a vector of length (>1000) of continuous numeric values (characteristics). I want to test if the sample in ...
2
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1answer
279 views

Why use the F distribution and F test?

I don't understand why in the F test we calculate the ratio between MSE between subject and MSE within subject. As far as I know, this is due because we want to use the F distribution, which is a rate ...
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1answer
643 views

Kendall's coefficient of concordance (W) for ratings with a lot of ties

I have read that Kendall W should be avoided when it comes to deal with non-rankings especially for rating scales which tend to have a lot of ties. Yet posts here seem to suggest it for ratings. As ...
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734 views

How to read off 0.975 alpha value in F table

$F<(1-\alpha/2, n_x-1, n_y-1)$ and $F>(\alpha/2, n_x-1, n_y-1)$. (Testing equality of population variances). An alpha of $0.0$5 is used. $1-\alpha/2= 1-0.05/2= 1-0.025= 0.975$. However, there ...
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1answer
167 views

F test and t test in linear regression model

F test and t test are performed in regression models. In linear model output in R, we get fitted values and expected values of response variable. Suppose I have height as explanatory variable and ...
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1answer
157 views

Regression model F test on different response variables?

I am comparing two different models (multiple linear model). Basically the explanatory variables remain the same while response variable are different. $Model\ 1 - Y_1 = X_1+X_2+X_3$ $Model\ 2 - ...
2
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1answer
156 views

F-test in Regression and Crossvalidation

I am wondering what is the better measure of predictive power in a multivariate regression setting. So an F-test for regression tests "the utility of the model", or exactly, if any of the $\beta$ ...
3
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1answer
372 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 ...
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449 views

Performing 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 ...
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1answer
286 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 ...
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2answers
10k 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: I am now wondering how to interpret it in order to ...
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0answers
185 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 ...
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0answers
61 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 ...
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205 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 ...
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0answers
517 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. ...
3
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1answer
226 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 ...
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360 views

Mean comparisons following multiple imputation

I need to do some simple mean comparisons between groups (basic ANOVA F-tests) on data with missing values. I use the mice package in R for multiple imputation, but I can only pool results for the ...
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1answer
421 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 ...
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2answers
4k 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 ...
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1answer
988 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
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1answer
133 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 ...