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
7 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.
0
votes
2answers
45 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 ...
0
votes
0answers
14 views

Testing joint-significance - no SSR

I am doing some revision for an exam in Econometrics...and I think I should possibly repeat as I am stumped on a past exam paper question, making we wonder if I learnt anything. It gives an equation ...
0
votes
0answers
12 views

Comparing means in bins of different sample sizes

Suppose I have the following 2 plots showing the mean of a variable on a 2-d spatial grid, as well as the occurrence histogram (see bottom). Is there a specific way to compare these means, even ...
3
votes
3answers
56 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 ...
1
vote
1answer
23 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.
3
votes
1answer
67 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 ...
0
votes
0answers
43 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 ...
3
votes
1answer
51 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 ...
0
votes
0answers
30 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 "...
1
vote
1answer
18 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
votes
1answer
25 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} \...
0
votes
0answers
9 views

F test, Model selection test

How to compare which of the following two models is a better fit: M1 $y$ = $\alpha$$X$ + $\epsilon$ M2 $ln(y)$ = $\alpha$$X$ + $\epsilon$ Can we run a test statistic to compare the two models? ...
0
votes
1answer
33 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 ...
0
votes
1answer
52 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 ...
0
votes
0answers
22 views

Permutation F test for nested models

How can I do a permutation F test for testing if a larger model which contains a larger model is better? e.g. Model 1 : y ~ x1 + x2 Model 2 : ...
1
vote
2answers
52 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
votes
1answer
34 views

Interpreting ANOVA f-test for model comparison

In the book ISLR, there's a lab activity which compares the nested models. ...
2
votes
1answer
51 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 ...
0
votes
1answer
66 views

What is the difference between the residual, lack of fit and pure error In F test for Regression Analysis?

What is the difference between the residual, lack of fit and pure error and how to calculate each of them in ANOVA F test for nonlinear regression?
2
votes
1answer
65 views

Is it possible to calculate F-value for a neural network regression model?

I trained a model using neural network regression and used the F-value equation that is used for calculating F-value for linear regression: F=(SUM(Ypredicted-Ymean)^2/p)/(SUM(Ypredicted-Yobserved)^2/...
1
vote
0answers
42 views

F-test in multiple linear regression

I'm currently reading Introduction to statistical learning. When trying to prove the collective significance of a regression linear model, we use the F-test with the following formula. $$F=\frac{(TSS-...
2
votes
1answer
27 views

Test for ratio of variances across multiple groups

I am looking for a statistical test for whether the ratio of variances vary significantly among groups. I have 100 groups, each with ~50 A individuals and ~50 B individuals (n varies somewhat between ...
1
vote
1answer
60 views

Alternative to Chow test in the case of heavy tailed residual distribution

I would like to check if two subpopulations of my data have the same parameters in a model. Model 1 is based on subpopulation 1 and Model 2 is based on subpopulation 2. Model 1: $y=x^\alpha + \...
3
votes
0answers
17 views

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 ...
1
vote
1answer
92 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 ...
0
votes
0answers
35 views

How should one compute the p-values of a two sided F test?

I have been studying this link. However, i can't really figure out how to calculate the p value for a 2 sided F test where the degrees of freedom are different and the F distribution is asymmetric. I ...
0
votes
0answers
118 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-...
0
votes
0answers
10 views

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 ...
6
votes
1answer
129 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 ...
1
vote
0answers
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 ...
1
vote
0answers
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?
1
vote
0answers
72 views

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 ...
0
votes
0answers
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 ...
0
votes
0answers
54 views

I can perform an F-Test if Bartlett and Levene fail, but Shapiro-Wilk Pass?

I'm going through the assumptions on an F-test and I want to make sure I've gone through each item so that my results are valid. Data is normally distributed; The samples are independent from one ...
0
votes
0answers
165 views

Are these Granger-causality F-tests equivalent?

I am comparing results of a Granger causality implementation I wrote in Python to the established package statsmodels, and noticed that the equation implemented has a scaling factor equal to the ...
1
vote
0answers
49 views

Is the F-test (especially in stepwise regression context) problematic for huge datasets?

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}-\...
2
votes
0answers
162 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 ...
0
votes
0answers
54 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 ...
1
vote
0answers
52 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 ...
3
votes
0answers
25 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 ...
0
votes
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 ...
2
votes
2answers
308 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?
1
vote
0answers
208 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 ...
0
votes
1answer
29 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
1
vote
0answers
338 views

How to make an F test between two models?

Here is a linear regression ...
0
votes
2answers
403 views

Does the “Sig.” column in the SPSS output for ANOVA

The "Sig." column in SPSS output for t-test is a two-tailed p-value, i.e. if one want to decide whether to reject a null hypothesis, they need to compare the predetermined significant level with the "...
3
votes
1answer
150 views

Does F-test reflect the overfitting of a model from the inclusion of multiple regressors?

Does F-test for the overall significance of the OLS model reflect the overfitting from the inclusion of multiple regressors? For example, does the inclusion of noise as additional regressors to a ...
1
vote
0answers
65 views

One-sided test of equal variances with small (but equal) sample size and non-normal data

I have two groups, each with 6 observations. One group was generated by an old test method. The other group was generated by a new test method. I would like to test if the new method produces more ...
0
votes
1answer
33 views

Difference between f test and variance calculation

I was looking into ways to compare two datasets, how different are they in shape, spread, mean, variance etc and I come across the f test. If I understood correctly it uses the null hypothesis to ...