Questions tagged [f-test]
Any hypothesis test in which the statistic has an F distribution under the null hypothesis.
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questions
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4 views
Finding correlation of attributes to specific groups
Which statistical test is best to find the correlation of a categorical data vs. a numeric data.
For example:
I have 7 positions: '[Scoring PG', 'C', 'Wing F', 'Combo G', 'PF/C', 'Pure PG', 'Stretch ...
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2answers
29 views
Is the F-test the right choince for determining if a value lies singificantly away from the mean in a population?
I have the following table and want to determine is any value in the unique_enzyme column is significantly different from the rest of the values in the column and then again the same for the ...
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0answers
12 views
Control of type I error rate in functional ANOVA F-test
I am following how to compare curves via functional data analysis, specifically functional ANOVA. This video makes sense in describing it as being a lot like vanilla ANOVA...up to a point. When we do ...
3
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1answer
27 views
Testing for equality of variance for more than 2 groups
How do you test for equality of variance between, say, 3 groups? Is there an extension of the two-sample F-test? Or is it OK to just run multiple F-tests or permutation tests among 3 groups?
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30 views
Statistical Testing of Non-linear Model Parameters
I have produced three non-linear 4-parameter logistic curves based on some experimental observations using three different measurement devices. Each curve shows the measurement of density decline ...
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0answers
15 views
Robustness checks for fixed effects model
So I'm estimating a fixed effects model using plm that looks at the effects of immigrants on house prices in different districts over several years. And I was ...
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15 views
How to evaluate if the means differ between clusters and which variables contribute most to the clustering solution?
I want to cluster some data (with common methods like k-means, Ward or hierarchical k-means). I have 80 observations characterized by around 20 variables. The goal is to find a grouping scheme which ...
2
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2answers
64 views
How can I show that the LRT of $H_0:\theta_0=\theta_1=…=\theta_k$ is given by the F test under one-way ANOVA assumptions?
I am a bit curious as to how I can show this. I am aware that you can find this by using the union-intersection test, but it has been hinted that one can use the LRT test to find that LRT for $H_0$ is ...
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27 views
Why do we need F test of two variances if we have the Ansari-Bradley test?
I just read that the Ansari-Bradley test is a test of stochastic equality of two variances regardless of any distributional assumptions. If it is so flexible, why do we even need the F test?
I am ...
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1answer
26 views
How to test for significance in a ratio between two samples?
I currently have two separate samples of objects, each of equal size. In each of these two samples, there is a subsample that exhibits a specific trait with some value of intensity. The value itself ...
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4 views
Does Hotelling's T-Squared test assume multivariate normal or all marginally normal?
Does doing hotelling's t-squared test assume our data is multivariate normal or just all the variables themselves are marginally normal?
Thanks!
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1answer
19 views
How Can I test the joint significance of the variables not selected?
I started a multiple regression with 10 predictors. I checked the linearity assumption and the significance of the model and now I have just 4 predictors but I have to test the joint significance of ...
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1answer
30 views
F-test for CO2 and Temperature, Find F values for both? [closed]
Given:
Yield Temp CO2
0 57 3.6 305
1 73 3.5 325
2 96 3.7 345
3 100 3.8 353
4 99 4.0 360
5 104 4.1 369
For regression on ...
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1answer
37 views
F-Test for Equality of Variances as Likelihood Ratio Test
Consider two normally distributed populations with unknown means $\mu_1$ and $\mu_2$ respectively and unknown variances $\sigma_1^2$ and $\sigma_2^2$ respectively. Let $X_1,X_2,\ldots,X_{n_1}$ and $...
1
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1answer
40 views
Performing hypothesis test in R to assess reduced model
I have a multiple linear regression model with 10 covariates, and I want to perform the hypothesis test that 5 of the covariates are equal to 0, versus the alternative hypothesis that at least one of ...
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0answers
14 views
F-test on many different fits
I have a set of 100 decay data sets. And what I want to do is, fit both a single exponential and also a double exponential decay to every single decay using Origin Pro. Afterwards I want to perform an ...
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16 views
Calculating the right number of clusters using elbow method
I want to calculate the optimum number of clusters for a dataset of 400 vectors with 4 dimensions. At each round, I calculate the f-test,
...
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15 views
in r, comparing two regression models with same number of independent variables for significant difference in prediction
I have two models that have the same dependent variable. Each model has 3 independent variables and differ on 1 of those variables (a continuous variable). I am not trying to select for which model ...
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9 views
Test of equality of third moment and above
To test for the equality between means of two samples, we have the two-sample t-test.
To test for the equality between variances of two samples, we have the F-test.
How do you test for the equality ...
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0answers
43 views
anova from R: output and interpretation of F-Tests
These question have been asked in many different ways as you can see here or here; however much of this topic is still beyond my understanding.
Let us consider a model having response variable $Y$, ...
3
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2answers
91 views
Test for equality of variances same as testing for equality of means under specific conditions
I stumbled on the quirk given below.
I am working on two implementations, one to test for equality of means using the t-test and another testing for equality of variances using Brown-Forsythe's F-...
0
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1answer
35 views
Is an f-test the correct method for power analysis of my multivariate regression data?
I have been working on solving a problem that requires power analysis to be run in order to determine if the subset of data that we're running analysis on is sufficient before we do the analysis. I ...
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0answers
92 views
likelihood view of F-test
Suppose I observe independent $X, Y$ where $X/\sigma^2 \sim \chi^2(\nu_1,\delta)$ and $Y/\sigma^2 \sim \chi^2(\nu_2,0)$, where $\sigma^2$ is some nuisance parameter. (The notation $\chi^2(\nu,\delta)$ ...
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64 views
Understanding Relationship Within the F Test
When conducting a one-way ANOVA, the _______ the between-treatment variability is when compared to the within-treatment variability, the _______ the value of FDATA will be tend to be.
a. smaller, ...
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1answer
43 views
Linear Regression: P-values of t-test of significance of regression coeficients are same as p-values of F-test about submodel
Suppose we have regression problem:
$$Y = \beta_{0}+\beta_{1}X_{1} + \beta_{2}X_{2} + \epsilon \text{, } \epsilon \sim \mathcal{N}(0,1),$$
where $X_1 \sim U(0,1)$,$X_{2} \sim U(1,2)$, and we suppose ...
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2answers
548 views
How can the F-test reject the null hypothesis while the KS test does not?
Suppose I have two datasets, $\mathbf{a}$ and $\mathbf{b}$. I want to test whether the two datasets are different in a statistically significant way.
To compute the F-test, I take the ratio of the ...
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0answers
12 views
hyp test: constant return to scale with Squared and interaction terms
I want to test if constant return to scale applies to my production function (modelA):
log(y) = log(x1) + log(x2) + log(x1)^2 + log(x1)*log(x2)
I have tried the following in r, but iam not sure if ...
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2answers
28 views
F-Test vs Independent Samples T-Test
If I have two samples from different populations and I would like to know if there is enough evidence to conclude that some particular relation. Ex. The IQ level is affected by the amount of fluoride ...
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1answer
300 views
Multiple linear regression, partial F-Test
I had seen many formulas out there and I hardly knew how to solve this exercise. Where it consists of:
Enter link data set for the question
I use $X_2,X_7\; and \;X_8$
Using the partial F test, ...
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2answers
61 views
Difference in Significance for a T and F test
After conducting a one way ANOVA, an F-test indicates that I should retain the null hypothesis (no two means differ), but the t-test (in line with the theory) tells me that the groups I tested are ...
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1answer
44 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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1answer
43 views
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 ...
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1answer
24 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.
...
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0answers
28 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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44 views
When the linear term of a variable is insignificant, is it reasonable to use an F-test to state that they are jointly statistically significant?
I am running a multiple regression that takes the following simplified form (there are other variables not important to this question):
$$Y_{it}=\beta_0+\beta_{1}X_{it}+\beta_{2}X_{it}^2+u_{it}$$
$Y_{...
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0answers
44 views
Do we use Sequential Sum of Squares or Adjusted Sum of Squares for Partial F test in Regression?
I would appreciate a detailed answer.
Thank you.
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2answers
4k views
Clarification on equal variance vs unequal variance t-test
In unequal variance t-test (Welch t-test):
$$H_0 = \text{No difference in means, but variance can differ}$$
$$H_1 = \text{Two sample means are significantly different}$$
I don't see the point of ...
4
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3answers
2k views
Relation between F test and T test. Are they mutually exclusive?
I am studying Statistics for data science since few months..
1)I am learning that, when we have to compare multiple samples (>2) then a T test would be tedious and instead we go for ANOVA and ...
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1answer
134 views
F test (joint significance) for two parameters
I want to test for the joint significance of two parameters (dcca1 and dccb1) estimated from a multivariate DCC GARCH model. does anyone know how to do it using R? any help is greatly appreciated.
4
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1answer
568 views
Chi Square vs F Tests for GLM Model Comparisons
I've been creating some models in R using glm() and rxGlm(). I'm experienced in building GLMs but my memory of some of the ...
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0answers
165 views
How do I compare the predictive power of two predictors within a single (logistic) regression?
I've read about how F-tests can be used to compare models and to decide whether an additional variable should be included in the regression. However, I want to test whether A vs. B are better ...
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1answer
62 views
groups, levels and denominator dof in mixed effect models
I am trying very hard (I am not a statistician) to understand the concepts of "groups" and "levels" in mixed effect models. In particular, I am trying to understand this in the context of the ...
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0answers
34 views
In the F test, is a two-sided test mainly used?
I have a question about the F test.
In R language, three parameters "two.side", "less" and "greater" can be specified as arguments of var.test (). However, I can not specify a one-sided test like "...
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1answer
21 views
$F$-test with a variance being $C$ times as large as the other
I am familiar with $F$-tests in which the alternative hypothesis is defined as $H_a=\{\sigma^2_1/\sigma^2_2>C\}$ (the sign "$>$" can be either "$<$" or "$\ne$" as well), where $C=1$.
If I ...
2
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1answer
53 views
How to interpret $F > F_{\rm crit}$, but $p > \alpha$
My F is greater than F critical, while P-Value is 0.99 greater than alpha (0.05) which one should I consider the P value or F statistic, rejecting the Ho:
I am confused.
Edit:
$$
\begin{array}{ccc}
\...
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1answer
87 views
Two sample T test frequency table
I am struggling with a data analysis. I have made a survey and got the following answers in the first turn, I put them in a frequency table
Don't agree at all: 8
Don't agree: 6
I don't know: 16
...
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1answer
119 views
OLS: why is it possible to get insignificant F-test but resonably high adjusted R-squared?
I am estimating an OLS regression with 158 observations and about 140 regressors (some unstructured data features to personality measure). Below is the bottom output I get from OLS. Some of the ...
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2answers
82 views
I have an insignificant beta weight of a predictor, which the only predictor in a step with significant R-square change and significant F-value
I am running a hierarchichal multiple linear regression with 4 steps containing theoretically justifyable variables:
Outcome: pain rating
Step 1: demographic variables (age, gender)
Step 2: Pain ...
0
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1answer
91 views
Interpreting ANOVA f-test for model comparison
In the book ISLR, there's a lab activity which compares the nested models.
...
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1answer
233 views
What is the point of a permutation F-test when all you need is one F-test for one-way ANOVA?
Say you have three groups, and each group has 5 observations.
You can figure out if there is a significant difference between means with a simple one-way ANOVA.
I read in my nonparametric book, one ...
