# 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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### 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 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_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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### 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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### 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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### CNLRM: Testing linear restriction - F statistic in terms of regression residuals of the unrestricted and restricted regressions

In order to test linear restriction Rβ=q of the Classical Normal Linear Regression we use F=1/p(Rβ ̂-q)'(〖σ ̂^2 R(X^' X)^(-1) R^')〗^(-1) (Rβ ̂-q)~F(p,n-k) How can I write this F statistic as F_0=((ε ̃^...
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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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### 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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### 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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### 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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### 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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### 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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### Calculate the F1 score of precision and recall in R

Alright so I want to calculate the F1 score for four pair of values for Precision P and Recall R. These pairs are: ...
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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 ...