Questions tagged [f-test]

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

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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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Assumption regarding a test statistic

To test the significance of some factor A, consider the test statistic - $$ \frac{MS(A)}{MS(B)} $$ Here, $MS$= Mean Sum of Squares Is there any assumption that "Expectation of $MS(A)$ and ...
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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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31 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 ...
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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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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 ...
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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 ...
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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 ...
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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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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 ...
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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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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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154 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 $...
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126 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 ...
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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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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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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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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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