Tagged Questions

1
vote
1answer
69 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 ...
4
votes
3answers
850 views

Calculating the $p$-value of an $F$- statistic

I am trying to implement an algorithm for calculating $p$-values of $F$-tests and I need this method to be highly precise. It is easy to implement this with $z$- or $t$- tables, however I don't know ...