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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How to derive the F statistic from likelihood ratio test

I am trying to test whether sigma1 is different from sigma 2 (2 ind samples that follow a normal dist) and I have no idea how to use the likelihood ratio to derive the F statistic that tests this.
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Overly strong IV?

I heard that a too high F-statistic in the first stage of an instrumental variable regression can also be bad because it means that the IV is highly correlated with other endogenous variables. Does ...
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F statistic for regression equation

I was searching for some public material on F-static for multiple regression equation and come across with this link https://www.statisticshowto.com/probability-and-statistics/f-statistic-value-test/#:...
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Error in Pairwise.WCfst(data[1:16,]) code

I am getting the following error msg when running pairwise Fst between different population pairs in my dataset. Can anyone please help me resolve this. Error in h(simpleError(msg, call)) : error in ...
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Unusally high F value ANOVA

I am running a one-way ANOVA to compare a numeric continuous variable between four groups, and getting a very high F-value. Below are the descriptives and code I used in R (I get similar values when ...
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F statistics in Multilevel modeling

In OLS regression (not multilevel regression) R^2 indicates how much variance in DV can be explained by this model. And, the P value of F-statistics indicates whether this regression equation is ...
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Is a huge F-statistic OK?

I ran a multivariate regression model in R and got an overall F-statistic of 3,525.690 and three stars attached to it. This seems to be quite good from a statistical point of view. However, should I ...
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Help me find (ok, calculate/approx/uncover) the p-value in the following tables

For a meta-analysis I am looking for the p-values in these tables derived from reports dating back to 1980... I am, by now, pretty sure I can't but maybe there is someone smarter than me here... If ...
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What could cause the F-statistic to increase but adjusted $R^2$ to decrease?

I have created two multiple linear models of the same data. The two models vary only in the dropping of a few variables. Model_A includes all X independent vars (A,B,C,D): Model_B includes only A,B ...
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In f- statistic :Why do we multiply the Sum of squares with the sample size?

In the f statistic formula In the numerator, why do we multiply the sum of squares with the sample size?! Scenic we are interested only in the variation of sample means from the grand mean.
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Finding F-statistics in R [closed]

Original model: ln(chnimpt) = β0 + β1 ln(chempit) + β2 ln(gast) + β3 ln(rtwext) + β4bef ile6t + β5aff ile6t + β6af dec6t + ut Problem Set: Add monthly dummy ...
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How to interpret a significant F-statistic but low R-squared?

I have never seen it, but using a dataset of 10k observations, a simple linear regression resulted in a significant F-statistic (over all variables), but a low R-squared. I interpret it as that the ...
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Granger Causality and F statistic

I am trying to educate myself in Granger Causality reading the classic literature. From what I have understood the idea is quite simple: first, to test if $X_t$ Granger causes $Y_t$ we define two ...
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What is a test statistic? [duplicate]

Quick question: Are test statistics like the "F" and "t-statistic" the number of standard deviations on an F and t-distribution, respectively? For example, if I got a "t" ...
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Doubt about Chow test for testing differences in regression function across groups

For simplicity I consider a model of hourly wage determination: $$ wage =\beta_0 + \delta_0 female + \beta_1 education + u $$ Where $wage$ is the dependent variable, hourly wage, $female$ is a dummy ...
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Using an APA format, how do I report an F-statistic with a value of 2.67e+30?

I am doing a statistical report on a regression model and my F-statistic is 2.67e+30. The values of my dependent and independent variables are expressed in dollars.
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Conceptual/Math/brainteaser Question: Multiple Linear Regression

This is kind of a brainteaser and I'm struggling to solve it, any ideas on approaching this would be valued: I thought about using substitution of the different x and z into the third regression ...
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Reconciling F-statistic derived in two different ways

Background: in the full-rank model let $\mathbf{b}$ be a $p\times 1$ matrix of independent standard normal random variables and $\mathbf{X}$ a $n\times p$ matrix where $\mathbf{y} = \mathbf{Xb} + \...
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Will ranking "correlation" of variables by Pearson's return the same results as chi-square and F stats?

Generally speaking my understanding and experience is that when I have some target variable and want to see which other variables best correlate with it (for instance to build a predictive model), ...
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Why is the F-Statistic $\approx$ 1 when the null hypothesis is true?

I'm currently reading through the section on linear regression in ISLR, and the authors use the F-Statistic to determine if we should reject the null hypothesis (well they use the p-value of the F-...
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Do I need F-statistic and t-statistic for regression if I have the p-value?

I am running a simple linear regression, and was wondering whether I need to use the F-statistic and t-statistic to: prove the significance of my results run a two-tailed hypothesis test on the ...
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f_regression in sklearn - how is a correlation converted into an F score?

From the following link: https://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.f_regression.html#sklearn.feature_selection.f_regression There's: This is done in 2 steps: The ...
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Interpretation of F-statistics in a linear mixed model

I was reading a paper yeaterday, and in their results they reported an F-score for each of their fixed effects in a linear mixed effect model. Here, lux is a catagorical variable, but the rest are ...
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What does it mean if I have a high F-stat but low $R^2$?

As far as I understand, a high F-stat leads to a high $R^2$, though the converse is not true. What does it mean if I have a high F-stat and a low $R^2$?
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Which F statistic is generated in felm (R) and why does it differ from STATA (ivreghdfe)

I'm running 2sls and making sure that my results replicate in both stata and r. In r, using felm, my code is: ...
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Looking for the name of a distribution and/or a way to calculate its cumulative distribution function

For parameters $\nu_1$, $\nu_2$, $\lambda$, define random variables using a chi-squared distribution and a non-central chi-squared distribution: $$ S \sim \chi^2_{\nu_2} / \nu_2 $$ $$ F \sim \frac{\...
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How to Properly Interpret the Hypotheses/Results of a Permutation Test Based on the Test Statistic?

I asked a question recently: Is This an Appropriate Application of a Permutation Test?. All information about my data, the permutation test and the results can be found there, but here is a quick ...
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Is this an Appropriate Application of a Permutation Test?

Suppose I have count data between three groups, each with a different number of observations: $n_1 = 11, n_2 = 6$ and $n_3 = 5$. My data is listed below: \begin{array} {|r|r|}\hline group 1 & ...
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Which ANOVA function use is correct in R

So, I am just a beginner in statistics and RStudio, and I still do not understand fully the full purpose of F-tests (beside hypothesis testing) and I recently started using anova() function from R ...
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Why is the use of the F-Statistic / p-value as a criteria in Stepwise Model Selection outdated? [duplicate]

I am coming from the field of psychology and in most publications Model Selection (OLS, Regression) is done via Forward/Backward Selection using the F-Static/p-value of the regression coefficients to ...
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How do R-squared and p(F-statistic) impact the fitness of a linear regression model?

Given below the attached summary statistics of a linear regression model. Noting that Adjusted R-square is only 15% but p(F-statistic) is very low (almost equal to zero): Can it be said that it is a ...
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What is the difference between the Pseudo F Index and the F Statistic?

I'm wondering what the difference between the Pseudo F Index and the F Statistic is. The Pseudo F Index is used in clustering analysis as an index to determine the the right number of clusters in a ...
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Proof that a model has a higher $R^2$ if F > 1

I need to prove that a model has a higher adjusted $R^2$ than another model if the F-statistic is greater than 1. Below is as far as I've gotten, but I'm not even sure if that's correct. $$R^2_{adj} ...
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Multitaper F statistics

I'm having some problems interpreting the F-statistics output from multitaper analysis. To illustrate, the following code-snip in R performs multitaper analysis on the same sine-frequency but with ...
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Why is this statistic F-distributed?

A book I'm reading claims that the statistic: $\frac{(RSS_0 - RSS_1) / (p_1 - p_0)}{RSS_1 / (N - p_1 - 1)}$ has an F distribution. Why is this? I know that an F distribution is something like $\frac{\...
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Difference between Wald statistics and effect size in regression models

In some of my regression models (using the rms package), I notice a distinct difference between the result of the Wald statistics (estimated using ...
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How to prove that the robust F statistic is asymptotically chi squared distributed?

The linear model is $$y_{i}= x_{i}'\beta+u_{i}$$ When written in vector notation such that $y_{i}$ is a $1$ x $1$ matrix of outcomes, $x_{i}'$ is a $1$ x $k$ matrix of control variables, $\beta$ ...
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F ratios, ANOVA, and 2 stage nested (mixed) models in R

I have data relating to strength of fabric. Each fabric comes from one of 4 batches (B), and batches come from one of 3 suppliers (A). My question relates to the calculation and interpretation of F ...
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find F-statistic using R output

I have this R output: ...
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Mean Square of Regression Error for categorical variables while computing F statistic

Give the annova table in the image below: I need to calculate the F statistic for the null hypothesis: b2 = b3 = 0 . b2 is cofficient of cylinder and b3 is the coefficient of doors. The formula used ...
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Which coeffcients are used for a F-statistic

I have an F-statistic, $F(4,10)$, my constant and 4 Coefficients $\beta_2 , \beta_3 , \beta_4$ and $\beta_5$ I already know that the (in this case) 10 reflects the number of obsverations. But what ...
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2 votes
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Calculating F-statistic, why is SS used instead of just $r^2$?

The calculations and question are for a simple regression (one independent and one dependent variable). SSres = SSy * (1 - $r^2$) SSreg = SSy * $r^2$ F = (SSreg / DFreg)/(SSres / DFres) So, I've ...
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The F-statistic with all predictors vs. with predictors excluded

The F-statistic formula is: $$ F=\frac{(TSS-RSS)/p}{RSS/(n-p-1)} $$ Where $TSS$ is total sum of squares and is equal to $\sum_{i=1}^n(y_i-\bar{y})^2$ and $RSS$ is ...
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When do we reject a null hypothesis by looking at both P variable of f statistic and F statistic?

In which cases do we reject the null hypothesis ?
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Find the Sum of Squares and using them complete an F-test for goodness of fit

I have this question ( would be grateful if someone could put it on for me) https://gyazo.com/5afe5d7c9d12acdff8f9c55db74f97c9 And I am concerned with part b). I know what $RSS = SSE$ is due to the ...
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F-statistic and Linear Regression formula for slope?

One of the derivations of the Linear Regression Method leads to the following two formulas, for the slope and the intercept: $$\begin{equation} m = \frac{Cov(x, y)}{Var(x)} \label{eq:slope} \\ b ...
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Which is the correct F-beta-measure scoring formula?

I have found differing formulas to calculate the $Fbeta$ score, which changes the weight (influence) of $PPV$ ($Precision$) or $TPR$ ($Recall$) from the default of equality (i.e. $0.5$). For example: ...
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F-statistics based method out of fashion?

I'm reading Elements of Statistical Learning and come across this paragraph right before section 3.3.3: Other more traditional packages base the selection on F -statistics, adding “significant” terms,...
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Stepwise regression based on F-statistic in R [closed]

I know that the stepAIC function in R allows us to perform stepwise regression but I was wondering if there's any option (or other function) to perform a F-...
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Link between Fisher and Chi-squared

I am fairly new to statistics, and during practice, i used this link between Chi-squared and F-statistics where F equals to ration between 2 Chi squared distributions. Can someone elaborate more on ...