# Questions tagged [f-statistic]

An F statistic is a value you get when you run an ANOVA test or a regression analysis to find out if the means between two populations are significantly different.

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### Calculate statistics (estimate, confidence intervals, standard error) for a contrast matrix in ANOVA/ANCOVA/GLM

I am interested in calculating the relevant statistics for a contrast matrix in an ANOVA/ANCOVA/GLM setting. Kutner et al. call this the "matrix formulation" of the "general linear test". They give as ...
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### ANOVA's f-statistic

While reading this blog on f-statistic in ANOVA, I stumbled upon the formula: The f-statistic is calculated like this: $$\frac{\text {variance between groups}}{\text {variance within groups}}$$...
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### Is a high $R^2$ and F statistic evidence of autocorrelation?

Is a high $R^2$ and $F$ statistic between numeric data and its corresponding time evidence that the variable is serially autocorrelated? For time series analysis, is it necessary to perform a test ...
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### reporting average inferential statistics from bootstrapped dataset

For independent reasons, I'm working on two bootstrapped datasets, A and B, of the same size, each consisting of a 1000 samples. To compare the distributions of A and B, I ran a Fischer F-test on ...
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### Interpreting non-significant coefficients when the entire linear model is significant

I've been using linear models (lm function in R) to determine if the the expression of certain proteins is associated with disease severity. Sometimes the ...
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### F-statistics and coefficient p-value of model with only one variable

F-test tests the null hypothesis that all coefficient of variables in the model equal to zero. P-value in a hypothesis test shows the probability of having observed results if null hypothesis is ...
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### How to calculate F-statistic from glmnet

I understand how to obtain coefficients and MSE from glmnet. Now my question is: How can I calculate the goodness of fit of the model in terms of standard measures, ...
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### Proof that F-statistic follows F-distribution

In light of this question : Proof that the coefficients in an OLS model follow a t-distribution with (n-k) degrees of freedom I would love to understand why  F = \frac{(\text{TSS}-\text{RSS})/(p-1)...
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### Linear regression what does the F statistic, R squared and residual standard error tell us?

I'm really confused about the difference in meaning regarding the context of linear regression of the following terms: F statistic R squared Residual standard error I found this webstie which gave ...
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### Does Newey-West standard errors affects the significance level of R2?

General question: I use the linear regressions with the OLS method to check whether cross-sectional standard deviation is able to describe future sumed excess returns or not. Because of ...
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### Change the partial covariance matrix in a VAR with constant?

The computation of the partial covariance matrix formula in a VAR (without constant and time trend) is very well known. For example, in the context of the conditional Granger causality, they are given ...
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### Statistic equivalent to F statistic with several factors?

In class we learned that if we want to perform a randomisation/permutation test on the hypothesis: $H_0: y_{ij} = \mu_i + e_{ij}$ vs. $H_1: y_{ij} = \mu + e_{ij}$ Where we calculate the test $F$ ...
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### How can the F statistic of my anova test be greater than 1?

I've been digging into the formula for one way ANOVA test and I understand the we obtain the results from the ANOVA analysis with: ...
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### Why Does Sample Size Affect the Value of F-Statistic We Require to Reject the Null Hypothesis of No Relationship?

In studying for multiple linear regression, I came across a comment that says that given a large sample, a F-statistic slightly larger than 1 could suggest there is some relationship between the ...
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### When to include or reject interaction term in two variable linear regression

I am studying a treatment that degrades device quality and performed an independent sample test on two batches that had different initial quality. I analyzed the data with a two variable linear ...
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### Why does the J-test yield a $\chi^2$ distribution?

My econometrics professor recently introduced us to the J-test. To perform the J-test, he gave us the following procedure: Estimate $\mathbf{b}^{2SLS}$ and using this, define $\hat{U}_n$ residuals ...
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### F-test differences Stata and R

I have a question about what the difference is in how Stata and R compute ANOVAs. I have run exactly the same ANOVA in both softwares, but curiously get a different F-statistics for one of the ...
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### The square of each t-statistics is the corresponding F-statistics

The below text is from statistical learning Page 76-77. The data used in the following example can be found here . I just want to know how to calculate $RSS_0$ (It is different from TSS) As ...
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### What's the value of f1 score when true positives are zero? [duplicate]

f1 score is defined as F1 = 2 * (precision * recall) / (precision + recall) However if true positives are zero, this gives 0/0. How to deal with this scenario?
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### Justification for AIC/BIC vs F-statistic when using stepwise backward elimination

I note that some stepwise backwards elimination methods use AIC to make the decision about which variables to eliminate, and others use the F-statistic. Why would I use one over the other, and is ...