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

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25 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
19 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
14 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
41 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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0answers
26 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
34 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
10 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 ...
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13 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 ...
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1answer
50 views

F test to test equality of variance

I have a single time series which will be divided on the date of the policy change before and after. I want to compare the variances between the two time sections and I am told to do an F test of ...
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22 views

Homogenity of Variances - F-test and Levene Test yield different results - which one to trust?

I want to perform a t-test on two independent samples with each n = 50. to check the assumptions, I ran an F-test for homogenity, which is significant. then I used SPSS which does a levene test by ...
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4answers
39 views

Did I pick the right t-test based on the results from the F-test?

I am presenting my thesis in two weeks and have some troubles with the statistical part, and I would be very grateful if someone could help me out since I dont really know what I am doing. I started ...
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30 views

Linear model for this problem? Which regression coefficients should I use?

Suppose a researcher was investigating gender-based wage disparities across 10 different firms. The researcher obtained the following data from these 10 companies employees: 1) years of ...
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31 views

When to use F-Test versus Chi-Square Test in Analysis of Deviance

I'm choosing a GAM, and when I try to do anova(model.1, model.2, test="F") It gives me a warning message saying that the F test is inappropriate for binary ...
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0answers
44 views

Regression: finding p-value and F

I'm working on stats homework, and I've come across a problem I cannot figure out. It's a multi-part problem, and I've correctly answered a number of the questions, but there are a few that are not ...
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2answers
85 views

How to get F-test p-value

Suppose we can choose from two different catalysers. 10 observations are taken from the first one and 12 from the other one. If $s_1 = 14$ and $s_2 = 28$, can we reject at $\alpha = 5\%$ the ...
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82 views

Is the F test for R² in (multiple) Regression one- or two-tailed?

I have been wondering about the F test that is provided by many statistical packages along with the standard regression output. As I understand it, F can be computed by $$ F_{df_{reg},df_{res}} = ...
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1answer
64 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
48 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
87 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
278 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
27 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
139 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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30 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
72 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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100 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
95 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
68 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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93 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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32 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
47 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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54 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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118 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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55 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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44 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
152 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
203 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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106 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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0answers
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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29 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
214 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
733 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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86 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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0answers
432 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 ...
5
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1answer
2k 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
504 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 ...
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1answer
255 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 ...
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1answer
388 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
741 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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2answers
987 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
206 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 ...