Questions tagged [f-test]
Any hypothesis test in which the statistic has an F distribution under the null hypothesis.
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What good is an F-test and is using it as a test for significance of independent variable worth it?
An F-test may lead to the conclusion that a predictor is significant by an F-test low p-value. This is because while an independent variable like smoke (below) is statistically unimportant (high p-...
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26 views
Given two samples from N with known variances how to find probability that one sample's variance is two times larger than the other?
I have two samples with sizes 9 and 11 drawn from two independent normal distributions with variances 21 and 37 respectively. How can I find the probability that the variance of the first sample is ...
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21 views
Extremely High T-Test P-Value but Extremely Low F-Test P-Value
So I'm running a logistic regression on a binomial variable in R and came out with the following model.
...
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23 views
R-squared unbiased when F-test is biased in heteroscedasticity?
If R2 and F-statistic are in functional relationship, is it possible, that in case of heteroscedasticity F-test is biased but R-squared is not?
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When the linear term of a variable is insignificant, is it reasonable to use an F-test to state that they are jointly statistically significant?
I am running a multiple regression that takes the following simplified form (there are other variables not important to this question):
$$Y_{it}=\beta_0+\beta_{1}X_{it}+\beta_{2}X_{it}^2+u_{it}$$
$Y_{...
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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.
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362 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 ...
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15 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 ...
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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 ...
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3answers
71 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 ...
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1answer
62 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.
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139 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 ...
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60 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 ...
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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 ...
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32 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 "...
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20 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 ...
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1answer
36 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:
$$
\begin{array}{ccc}
\...
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F test, Model selection test
How to compare which of the following two models is a better fit:
M1
$y$ = $\alpha$$X$ + $\epsilon$
M2
$ln(y)$ = $\alpha$$X$ + $\epsilon$
Can we run a test statistic to compare the two models? ...
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1answer
43 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
...
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1answer
63 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 ...
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31 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 : ...
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2answers
61 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 ...
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1answer
40 views
Interpreting ANOVA f-test for model comparison
In the book ISLR, there's a lab activity which compares the nested models.
...
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1answer
71 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 ...
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1answer
134 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?
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1answer
109 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/...
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56 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-...
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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 ...
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1answer
69 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 + \...
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0answers
19 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 ...
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1answer
119 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 ...
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160 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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1answer
135 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 ...
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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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79 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 ...
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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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79 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}-\...
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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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55 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 ...
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59 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 ...
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29 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 ...
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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 ...
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316 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?
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254 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 ...
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1answer
33 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
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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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174 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 ...
