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Questions tagged [f-test]

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

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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/...
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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-...
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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 ...
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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 + \...
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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 ...
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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 ...
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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 ...
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46 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-...
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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 ...
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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 ...
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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 ...
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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?
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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 ...
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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 ...
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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 ...
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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 ...
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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}-\...
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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 ...
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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 ...
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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 ...
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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 ...
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How to choose between F and Chisq tests to compare models?

I have been asked to report p-values for one of my model in R. In which cases should I use the F-test and in which cases should I use the chisq/LRT test? ...
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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 ...
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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?
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Image Classification Treshold using F2 Score

I have studied famous submissions of the Kaggle: Understanding the Amazon from Space. I read the winner's interview. He writes: This is a multi-label classification challenge, and the labels are ...
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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 ...
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F-test on average within-group variation

In response to an article by Bland and Altman, the response author suggests running an F-test on the average within-group variation of repeated measures for each patient when device A was used and ...
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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
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How to make an F test between two models?

Here is a linear regression ...
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2answers
306 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 "...
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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 ...
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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 ...
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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 ...
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F-test Stepwise regression

I have a question about F-test Stepwise regression. https://en.wikipedia.org/wiki/F-test Regression problems When doing F-test stepwise regression, F statistic is calculated as below. The right side ...
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Link between the null hypothesis and test statistics in F-test

How are $H_0$ and $H_1$ linked to the F value in the following cases? I understand how each of $H_0$ and $H_1$ gets more likely depending on F-value, yet I was trying to find more of a mathematical ...
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Testing within-model equality of parameters — why the F-distribution? (and also a question about degrees of freedom)

Let me start out by saying I'm somewhat of a novice at statistics. I've had some formal training but it was rather patchy, and I'm aware I'm ignorant of many key concepts. I'm having to "learn on the ...
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What is the relationship between ANOVA to compare means of several groups and ANOVA to compare nested models?

I've so far seen ANOVA used in two ways: First, in my introductory statistics text, ANOVA was introduced as a way to compare means of three or more groups, as an improvement over pairwise comparison, ...
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Which test do you suggest to use to catch the differences in paired sample

I must evaluate the goodness of an instrument according to the measures of the final products. I have two instruments: one good and the other one whose goodness I have to evaluate. The measures are ...
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F-test - linear regression

I have to solve the following problem: After data cleansing and using ordinary least squares we derive the following formula: $\hat{Y}_i=3,85+0,78X_i$ where $Y_i$ is the price of a stock of the i-...
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Showing $F(1,v) = t^2(v)$ Using Charts

As the title states, I don't see how this is the case from the charts. I don't see how the F-ratio (with $1$ and $v$ d.f.) is equal to the square of the t-ratio (with $v$ d.f.). Example: Lets say we ...
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Are Chi-squared test and F-test both eligible for testing significance in ANOVA?

I was reading this article (Kim and Cohen, 2010 [1]), and realized that the authors used chi-square test to test the significance of two-way ANOVA on page 541 (1st paragraph of "Results and Discussion"...
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279 views

ANOVA's f-statistic

While reading this blog on f-statistic in ANOVA, I stumbled upon the formula: The f-statistic is calculated like this: $$\frac{\text {variance between groups}}{\text {variance within groups}}$$...
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How does one calculate the F-value-threshold used to evaluate an F-test?

I am studying Response Surface Methodology (by Myers, Montgomery, and Anderson-Cook). When introducing the significance testing for regression parameters, an $F$-test is introduced but only partially ...
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Can you perform an inverse F-test on two datasets with the same degrees of freedom?

Stats newbie here. Is there any meaning to the critical F value if the two samples have the same degrees of freedom? For example, I have 2 sets of data, each with the same number of degrees of ...
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Toda-Yamamoto Mutually Causal Relationship between I(0) and I(1) Variables

I want to sanity check some results. I've run a TY causality test following the Toda-Yamamoto (TY) procedure as described by Dave Giles in his blog post "Testing for Granger Causality". One variable ...
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reporting average inferential statistics from bootstrapped dataset

For independent reasons, I'm working on two bootstrapped datasets, A and B, of the same size, each consisting of a 1000 samples. To compare the distributions of A and B, I ran a Fischer F-test on ...
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270 views

Generalized additive model: low F-test?

I am confused about the F-test value in the smoothing terms of a GAM model. ...
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Can I calculate confidence interval for effect size using only F test score and N?

I was able to calculate the effect size for a sample for which I only have the total N and F-test score. However, I also would like to calculate the confidence interval or margin of error for that ...
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If the f-test is insignificant but coefficients are significant, can I use it?

If the linear regression's f-test is insignificant but its coefficients are significant in t-test, can I use this regression and its coefficients? In academic journals, I find people use linear ...
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Permutation version of Ftest

is there some permutation test version of F-test (comparing equal variances of two data sets)? I know the permutation version of T-test because I can shuffle data assuming to H0 (expected values are ...