Questions tagged [f-test]

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

Filter by
Sorted by
Tagged with
0
votes
0answers
15 views

Regression power analysis: R's `pwr::pwr.f2.test` R2 deviation from zero vs. R2 increase (vs. G*Power)?

This question is about the difference between R's pwr::pwr.f2.test and G*Power regarding the ...
0
votes
0answers
7 views

Why we use the number of params as degree of freedoom in the F test for regression?

In a linear regression, we can assume that $\frac{(SSD_y - SSR)/p-1}{SSR/(n-p-1)}$ have a $F$ distribution if the null hypothesis $Ho$ is true, with $SSR$ being the sum of residues of the regression ...
1
vote
1answer
28 views

Interpretation of p-values in a factor with multiple levels (summary.lm)

Here is a regression of a continuous response variable on a factor (religion) with 8 levels in R. I am wondering if any conclusions could be drawn from those p-values that are greater than $0.05$? ...
1
vote
1answer
41 views

If the omnibus F-test for testing is not significant, is it still possible for the pairwise comparison for testing to be significant?

Continuous outcome data are collected for three independent groups of equal size (i.e., all group n’s are equal). A linear regression analysis is performed to model the group means. More specifically, ...
0
votes
0answers
27 views

Significance test for the difference in Simpson's Diversity Index values?

I've taken several samples of categorical data and calculated the spread of each using Simpson's Diversity Index. I would now like to perform a significance test to see if these spreads are similar or ...
0
votes
0answers
15 views

conflict of results between type 3 fixed effects and t tests of parameter estimates in mixed models

I am fitting a linear mixed model using BMI as an outcome with random intercept, I'm correcting for multiple covariates such age gender region time age*time …. in the parameter estimates I see a non ...
1
vote
0answers
22 views

what is the ratio of a ratio of two variances

I know that the ratio of two variances leads to an F-test but what of the ratio of two variance ratios? Is there are simple comparable result? Essentially I'm looking for the analogue of an ...
0
votes
0answers
27 views

Re-deriving results of F- and t-tests produced by G*Power

In this question on stackoverflow, I asked about "programmatically" communicating between Python and G*Power in order to perform power analysis on a regression model. Here I would like to ...
6
votes
1answer
177 views

Insignificant F-test in linear regression - when to stop?

I repeatedly read that one can stop looking further when the F-test is insignificant for linear regression; for example in the comments here. However, according to this very insightful answer only ...
0
votes
0answers
7 views

How do F-values change when your factors go from fixed to random?

Would just like to point out that I'm pretty clueless about this. I have an ANOVA table from an assignment that looks like this: ...
0
votes
1answer
16 views

Not all slopes are zero vs all slopes are not zero in omnibus F-test

Consider the following multiple linear regression model $$Y_i = \beta_0 + \beta_1X_{i1} + \dotsc + \beta_kX_{ik} + \varepsilon_i$$ where $\varepsilon_i$ is assumed to be normaly distrubuted with mean ...
2
votes
1answer
83 views

Bonferroni correction versus the F-test

Many sources emphasize the importance of the F-test p-value in multiple regression and justify this in terms of p-hacking. It's kind of intuitive that if you can't reject the null hypothesis that all ...
2
votes
0answers
14 views

Equality of p-value for cor t-test and anova F-test in simple linear regression

p-value for y, cor.test and F-test is the same 0.24 for below code. I assume this is due to F = t^2, but not entirely sure why. ...
2
votes
0answers
21 views

Relationship between t and F values in multiple regression

I'm sorry if this question has been asked before, but I checked all recommended threads and haven't found a clear answer to this particular question. I understand that in a simple linear regression ...
0
votes
0answers
10 views

Compare Variance of Scale Responses, with dependency/repeated-measures

I've had participants answer the same question about four different social groups. For the sake of example, let's say they rated the conservatism of aliens from planet A, aliens from planet B, people ...
1
vote
0answers
42 views

Logit Regression and F-test: Can I apply the f statistic when variables are non-normal and the output is binary?

I want to do a univariate analysis on a set of variables to see which predict a binary outcome. I want to discard some of them before performing logistic regression. I am trying to understand if I can ...
0
votes
1answer
144 views

Statsmodels Robust Linear Regression; is F-test Valid?

For the sm.OLS() models, there is a provided Ftest and a p value inside the .summary() function. for Robust Linear Regression sm.RLM() there is no such value in the .summary() function yet there is a ....
2
votes
0answers
18 views

F test with inverted hypotheses

When using the F test to see whether pooled variance is appropriate, would it not be more useful to assume that the population variances are not equal and let the alternative hypothesis be that they ...
0
votes
0answers
17 views

Multiple Testing Correction with One-Way ANOVA + TukeyHSD

I have a conceptional question about multiple testing correction when using many one-way ANOVAs followed by a Tukey HSD in a biological setting. I know that similar questions were asked before, but I ...
1
vote
1answer
34 views

Good variance test when the distributions have different shapes but I really want to test the variance

Consider $X\sim N(1,1)$ and $Y\sim exp(1)$. The distributions are totally different, but they do have equal variance, so if I were to sample from these and test for unequal variance, I would not want ...
0
votes
0answers
14 views

Generating Contrasts and F-tests for Multiple Predictors

As far as I am concerned, the weights of the contrasts should be weighted to zero in total. However, there are three examples that I could not construct: ...
1
vote
0answers
20 views

Confusion with definition of Non-Centrality Parameter

So part of my research involves working with non-central distributions. One of the most important but at the moment more confusing ones is the non-central $\chi^2$, whose ncp is the one used in the ...
1
vote
2answers
66 views

F test for linear regression - why only upper tail

In linear regression when considering the f test for slopes be it MLR or SLR, we only consider the upper tail probability for the p value. Here's a video for reference: link. Why is that? EDIT: as ...
2
votes
0answers
105 views

Contradiction in F-test and t-test [duplicate]

I have generated a summary for a particular multiple linear regression ...
0
votes
0answers
11 views

Determining if a regression model fits the data using R-squared and F-test

I have an estimated regression functions with a low R-squared (ex: 0.08) and a low p-value for the F-statistic (0.003). I am trying to figure out if the regression model fits the data. What provides a ...
0
votes
0answers
29 views

F-test for homogeneity with infinite degrees of freedom

I'm trying to replicate a previous analysis that is lacking in documentation. I am comparing estimated values between weeks to evaluate whether I should combine groups for analysis. The previous ...
0
votes
0answers
28 views

Sample size n in logistic regression?

I am doing a change in deviance test (F test) with Bernoulli response and numerical covariate x. I have set up the logistic regression model ...
1
vote
0answers
19 views

Nested model test for glm

I have a logistic regression model where failure observations are binary.y=cbind(failure, 1-failure). x= temperature. I have 24 observations in total, i.e. length(failure)=24. I wish to test if the ...
3
votes
2answers
119 views

Significance Testing of Difference in Variances of Autocorrelated Time Series Data

I have two consecutive time series of different length that both vary around some common mean, but exhibit different variances, see exemplary figures below. Both show quite substantial autocorrelation....
4
votes
4answers
153 views

Why doesn’t a $F$-statistic of 1 result in a $p$-value of about 0.5?

I’ve been presented with the following chain of reasoning. In an ANOVA, if the null hypothesis is true the F-statistic is expected to be about 1. A p-value is the probability of obtaining test ...
3
votes
2answers
121 views

Multiple Regression: Two Binary ind. vars. - Can an interaction term be significant, when the main effects are not?

I think this is a simple question, but I'm having difficulty coming up with a test or example for this. Consider lm(A ~ B*C, data=D) where A is continuous; B and C ...
0
votes
0answers
5 views

Independence of groups within a single predictor variable

Say I have two variables: 'Sale Price' of a house, and 'Overall Quality' which is an ordinal variable with values between 1 and 10 (1=lowest quality, 10=highest quality). I want to perform an F test ...
1
vote
1answer
213 views

Two-way fixed effects and the F-test

I have two questions regarding the reporting of scientific results. I was reading the following paper by Grinols and Mustard (2006) which can be downloaded here for free. Their main specification is a ...
0
votes
2answers
91 views

Why is this a problem? : Error: “the researcher is assuming an alpha level below the nominal” (p < 0.05)

I'm trying to understand an article about significance testing and ANOVA, where Monte Carlo simulations were ran. The final sentence of this paragraph (in bold) makes absolutely no sense to me. "...
1
vote
0answers
76 views

What assumptions must be satisfied to use R^2 to compute the F statistic?

Suppose I know R^2 for my symbolic regression. Can I use the formula $F = \frac{R^2}{1-R^2}\cdot \frac{n-p}{p-1}$ to do an F test? My symbolic regression is of the form Y = a + bf(A,B,C,D,E,G) + cg(A,...
0
votes
0answers
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 ...
1
vote
2answers
33 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 ...
1
vote
0answers
16 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
votes
1answer
194 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?
0
votes
0answers
32 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 ...
1
vote
0answers
48 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 ...
3
votes
2answers
158 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 ...
1
vote
1answer
69 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 ...
0
votes
1answer
39 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 ...
0
votes
1answer
93 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 ...
1
vote
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 ...
1
vote
1answer
255 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
vote
1answer
196 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 ...
1
vote
0answers
119 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
votes
2answers
105 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-...

1
2 3 4 5 6