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

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21 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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17 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 ...
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3answers
42 views

The F-test is a test for variance so why do we use F-test in ANOVA? [duplicate]

To test the mean vector we use ANOVA, and to test two variances we use the F-test, but my question is in ANOVA why we do use the F-test ?
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18 views

Can F-Test be used for arbitrary nested non-linear model selection

Suppose I have data consisting of pairs $(x_i,y_i)$. To this I want to fit a function $\hat{y}_i=f(x_i;a_1,\ldots,a_n)$, where $a_j$ are parameters. The functions nest in the sense that setting the ...
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2answers
173 views

Goodness of fit. How to evaluate if polynomial of order n+1 gives statistically better fit than polynomial of order n?

I fit polynomials with increasing order to some data. What is the best way to evaluate if the additional parameter of polynomial of order n+1 provides a statistically significant better fit than the ...
2
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0answers
47 views

How would I determine statistical significance for ad impressions?

I'm programatically adding keywords to bid on. Some keywords will trigger ads and impressions, and some impressions will trigger clicks. Clicks / impressions = CTR (click-through-rate). Clicks cost. ...
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1answer
53 views

How should I treat F test if one of variances is equal 0?

I have two groups with 20 elements in each. In one group variance is equal 0. I want to do f-test. Can I? And how should I interpret results (in this case)?
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36 views

Intuitive treatment of math for F-test in multiple regression

Can anyone point to an online explanation of why the F-test works for multiple regression? I found tons online, but I am looking for the sometimes contradictory requirement of the explanation being ...
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1answer
33 views

F-test of joint significance vs multiple t-test for regression parameters? [duplicate]

In the context of linear regression, I don't understand why you need to perform an F-test for the H0 that all parameters are zero, instead of just looking at all the t-tests for each parameter. I ...
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42 views

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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40 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
58 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
41 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
104 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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57 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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171 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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61 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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53 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
35 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, ...
4
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1answer
219 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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78 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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47 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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33 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
44 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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37 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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23 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
87 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
82 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
22 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
202 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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93 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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16 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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23 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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17 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 ...
3
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1answer
88 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
205 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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14 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 ...
3
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1answer
66 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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165 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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32 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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4answers
547 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
113 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
1k 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
47 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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36 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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25 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
63 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
40 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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122 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 ...