Questions tagged [f-test]

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

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Evaluating K-Means with Percentage Variance Explained on non-normal data

Hi have Poisson distributed data which I am running an unsupervised K-Means algorithm on. I was doing some research on this site, and found this page which discusses K-Means on non-normal data, ...
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F-test for time series

I have a problem and I'm not sure how should I approach it. So I have a time series with a autocorrelation, but without any seasonality. And I notice that standard deviation increases after some ...
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Are ANOVA/F-tests valid for time-series data?

All of this may be based on some really bad premises: Say for example I a continuous variable A that is a possible predictor of an event E occurring or not. I want to form a hypothesis that is useful ...
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Correct formulation for getting the F-test, p-value

I am reviewing some code that is used to calculate the efficiency of the elecitrical distribution companies in Denmark. In short, this method measures all the companies up against each other, and then ...
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When in the F-test the restricted and unrestricted regressions both have independent variables, must they be the same ones?

I've been given a task related to F-tests, in which I'm asked to explain why regression (1) is a restricted version of (2). However, the independent variables are transformed for regression b. As an ...
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Estimating the number of degrees of freedom for an F test

I have a question regarding how to estimate the number of degrees of freedom for an F-test as discussed in the following image. In this paper (https://rmets.onlinelibrary.wiley.com/doi/abs/10.1002/...
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Where do the degrees of freedom in the F-test come from?

In the context of a linear regression, say \begin{align} y_{i} & = \beta_{0} + \beta_{1}x_{1i} + \beta_{2}x_{2i} + \ldots + \beta_{k}x_{ki} + \epsilon_{i} \end{align} the F-test is \begin{align} ...
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Why does overall-F-test is considering right tailed only?

I've seen this overall F-test several times, and when they compare F-statistics or $\alpha=5$% with its p-value always use right tailed, whereas the hypothesis is formualed as $$H_0:\beta_0=\beta_1=\...
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Test to compare 5 subgroups with population parameter

I have 5 subgroups , A,B,C,D,E each have their own mean and standard deviation. ...
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Very confused by residual degrees of freedom in REML

I am trying to estimate a LMEM model with three fixed effects (two regressors and their interaction) and one random effect (a by-subject random intercept). Both regressors are dichotomous. I'm using R'...
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Why is the sphericity assumption sufficient for the $F$ test in RMANOVA?

To the best of my knowledge, a one-way RMANOVA is typically formulated as $Y_{ij}=\mu+\alpha_i+\beta_j+\epsilon_{ij}$ where $Y_{ij}$ is the response variable, $\alpha_i$ is the fixed time effect, $\...
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Is there an established way to quantify the number of parameters in a random forest?

I'm interested in applying an F-test to random forest regression models I've trained. The formula for calculating an F-statistic (found here: https://en.wikipedia.org/wiki/F-test) requires values for $...
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Repeated Measures ANOVA Tests of Within-Subjects Contrasts

Using the MIXED procedure and a set of repeated measures data of vertical format, I obtained the results of fixed effect estimates and related t-tests for orthogonal polynomial linear and quadratic ...
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Significance test testing whether one variance is larger than the other

I feel like I am missing a key link and this tasks is quite easy: I am given the following averages and standard deviations: $\bar{x}_1 = 971$, $s_1 = 42$, $n_1 = 1000$ $\bar{x}_2 = 983.9$, $s_2 = 60....
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Can a partial F test test a contrast

Suppose I have a model $$y_i = \beta_0 + \beta_1 x_{1i} + \beta_2 x_{2i} + \beta_3x_{3i} + \epsilon_i \qquad (1)$$ Now I want to test $$H_0: \beta_2 = \beta_3$$ I know that I can use a Wald-type test ...
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Test statistic for regression analysis with robust standard errors

I am looking for the test statistic for a regression analysis (using lm in R) with robust standard errors. As far as I understood the F-statistic from the original model is invalid but I was wondering ...
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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 ...
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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 ...
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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 $0.05$? ...
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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, ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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: ...
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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 ...
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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 ...
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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. ...
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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 ...
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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 ...
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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 ...
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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 ....
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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 ...
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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 ...
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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 ...
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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: ...
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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 ...
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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 ...
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Contradiction in F-test and t-test [duplicate]

I have generated a summary for a particular multiple linear regression ...
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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 ...
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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....
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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 ...
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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 ...
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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 ...
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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. "...
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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,...
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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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