Questions tagged [f-test]

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

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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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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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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 ...
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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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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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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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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 ...
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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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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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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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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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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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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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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 $...
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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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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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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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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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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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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 $Y$, ...
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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-...
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1answer
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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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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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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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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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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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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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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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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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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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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 ...
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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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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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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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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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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 ...
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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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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.
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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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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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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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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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$F$-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 ...
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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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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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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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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 ...
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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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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 ...

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