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

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9 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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12 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
45 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
41 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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11 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
42 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
94 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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13 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
219 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
86 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
338 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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30 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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30 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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18 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
36 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
35 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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61 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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43 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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90 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 ...
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38 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 ...
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1answer
28 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
164 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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227 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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74 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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15 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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39 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
125 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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54 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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64 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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41 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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61 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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54 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
606 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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183 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
204 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
66 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
157 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
1k 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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29 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
275 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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34 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
91 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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1answer
166 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
101 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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134 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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39 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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59 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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58 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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169 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 ...