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Questions tagged [f-test]

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

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34 views

What good is an F-test and is using it as a test for significance of independent variable worth it?

An F-test may lead to the conclusion that a predictor is significant by an F-test low p-value. This is because while an independent variable like smoke (below) is statistically unimportant (high p-...
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Given two samples from N with known variances how to find probability that one sample's variance is two times larger than the other?

I have two samples with sizes 9 and 11 drawn from two independent normal distributions with variances 21 and 37 respectively. How can I find the probability that the variance of the first sample is ...
21 views

Extremely High T-Test P-Value but Extremely Low F-Test P-Value

So I'm running a logistic regression on a binomial variable in R and came out with the following model. ...
23 views

R-squared unbiased when F-test is biased in heteroscedasticity?

If R2 and F-statistic are in functional relationship, is it possible, that in case of heteroscedasticity F-test is biased but R-squared is not?
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F test fails but t-test does not? [duplicate]

I'm a bit confused about this. I have a model with multiple variables trying to explain the dependent variable. When I use the F test, I don't pass the critical value. But when I seperate the ...
119 views

Testing nested models with clustered errors

I have a simple linear model. $$Y_i = \beta_1X _{1i}+ \beta_2X_{2i}+\beta_3X_{3i}+\epsilon_i$$ I'd like to test if some of my model parameters ($\beta_2$ and $\beta_3$) are jointly different from ...
160 views

What is the point in reporting the z statistic of a z-test?

In my field some authors report the z statistic of a z-test in a generalised linear model and others do not. Does reporting the z statistic serve any purpose if the p value of a z-test or of a post-...
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Can I mix and match F-test and T-test code when I implement a program for some statistical calculations?

I was told to rewrite an old java program that performs some statistical calculations. I was able to solve most of the problems until I ran into this one: The program compares two sets of data over ...
135 views

Comparison of variance between two samples with unequal sample size

The primary goal of my analysis is to compare the variability in the response variable, Blood Pressure, between sample1 and sample2. The secondary goal is to test for a difference in means. I do not ...
40 views

Test the difference between average value of 2 random variables

I am doing an exercise on marketing analysis to determine the strategy that a brand should follow based on historical weekly data collected from supermarkets that sell the brand (let say brand1) and 4 ...
22 views

Why is it possible to get insignificant F statistic (p>0.1) but significant regressor t-tests (p<0.1)? [duplicate]

My results show significant t-tests but an insignificant F-test. Is this possible or are my calculations wrong?
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Is this an appropriate way to compare simulated and measured data with small sample size, and are there alternatives?

I have a probably fairly basic question which I couldn't find an answer to on here or anywhere else. Would really appreciate any thoughts on this :) I am modelling the propagation of sound through a ...
16 views

Can an F-Test be worse than the two single T-Tests? [duplicate]

Normally when conducting an F-Test one is hoping the F-Test of all variables is significant although the single T-Tests yield insignificant results. But can the reverse also be true? That is a worse ...
79 views

Let's say I have a huge dataset with 2000 observations. I want to test the significance of one predictor in a SLR Model. Then the F-statistic effectively becomes: F = $\frac{\frac{\sum{(\hat{Y_i}-\... 0answers 172 views R - Testing for Granger causality when OLS assumption are violated I am using the vars package to estimate a VAR-model. Since it seems, that the residuals of my model are neither homoscedastic or uncorrelated I computed Newey West ... 0answers 55 views Why do dummy regressors decrease sensitivity in linear regression? For linear regression analysis, I thought that the addition of covariates which are not related to the dependent variable$Y$does not decrease sensitivity. Such random/dummy regressors can be ... 0answers 59 views Stable seasonality F-test does not meet assumptions for one way ANOVA I am having trouble to understand Stable seasonality F-test. I know it is basically the same test as one way ANOVA, but the assumptions for one way ANOVA can´t be met for it. For ANOVA the data should ... 0answers 29 views Can I use F test to compare linear and exponential model? I have a data set consisting of crop biomass measurements ("response" variable) and corresponding spectral vegetation indices measurements (predictor variables). The measurements have been made on two ... 0answers 25 views Deriving the F-test from${{SSE_R-SSE_F}\over{(n-q)-(n-p)}}/{{SSE_F}\over{n-p}}\$

Given a Full and Reduced model, the F-test to see if the reduced model is significant is given by $${{SSE_R-SSE_F}\over{(n-q)-(n-p)}}/{{SSE_F}\over{n-p}}$$ I'm trying to understand how this is ...
316 views

Why does it says data should be normally distributed for analysis, when different test follow its own distribution (i.e. t, Z, F)?

Why does it say data should be normally distributed for statistical analysis when different test follow its own distribution (i.e. t, Z, F)? What does normality have to do with this?
254 views

How does the f-classif in scikit-learn work?

Does it combine different features and calculate the F-value between them or does it does calculate the F-value for one feature? If someone could point me to a source a book that explain this, that ...
33 views

what we consider the significance if the F calculated value equal to F tabulated?

if for example, we define the significant level at P<0.05 and the F calculated was equal to F tabulated. now the question is does we consider it significant or not? I did not find a refrence answer
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How to make an F test between two models?

Here is a linear regression ...