# Questions tagged [f-test]

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

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35 views

### Contradiction in F-test and t-test [duplicate]

I have generated a summary for a particular multiple linear regression ...
7 views

### 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 ...
104 views

### 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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### Regression Output Interpretation Pr(‧)

The following output regression is taken from Fryer et al. (2012).Enhancing the Efficacy of Teacher Incentives through Loss Aversion: A Field Experiment.: Can someone tell me how to interpret the ...
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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 ...
96 views

### 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 ...
30 views

### 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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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 $... 1answer 71 views ### Performing hypothesis test in R to assess reduced model I have a multiple linear regression model with 10 covariates, and I want to perform the hypothesis test that 5 of the covariates are equal to 0, versus the alternative hypothesis that at least one of ... 0answers 14 views ### F-test on many different fits I have a set of 100 decay data sets. And what I want to do is, fit both a single exponential and also a double exponential decay to every single decay using Origin Pro. Afterwards I want to perform an ... 0answers 19 views ### Calculating the right number of clusters using elbow method I want to calculate the optimum number of clusters for a dataset of 400 vectors with 4 dimensions. At each round, I calculate the f-test, ... 0answers 25 views ### in r, comparing two regression models with same number of independent variables for significant difference in prediction I have two models that have the same dependent variable. Each model has 3 independent variables and differ on 1 of those variables (a continuous variable). I am not trying to select for which model ... 0answers 10 views ### Test of equality of third moment and above To test for the equality between means of two samples, we have the two-sample t-test. To test for the equality between variances of two samples, we have the F-test. How do you test for the equality ... 0answers 57 views ### anova from R: output and interpretation of F-Tests These question have been asked in many different ways as you can see here or here; however much of this topic is still beyond my understanding. Let us consider a model having response variable$Y$, ... 2answers 92 views ### Test for equality of variances same as testing for equality of means under specific conditions I stumbled on the quirk given below. I am working on two implementations, one to test for equality of means using the t-test and another testing for equality of variances using Brown-Forsythe's F-... 1answer 38 views ### Is an f-test the correct method for power analysis of my multivariate regression data? I have been working on solving a problem that requires power analysis to be run in order to determine if the subset of data that we're running analysis on is sufficient before we do the analysis. I ... 0answers 93 views ### likelihood view of F-test Suppose I observe independent$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)$... 0answers 71 views ### 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, ... 1answer 52 views ### 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 ... 2answers 568 views ### 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 ... 0answers 12 views ### hyp test: constant return to scale with Squared and interaction terms I want to test if constant return to scale applies to my production function (modelA): log(y) = log(x1) + log(x2) + log(x1)^2 + log(x1)*log(x2) I have tried the following in r, but iam not sure if ... 2answers 29 views ### 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 ... 1answer 538 views ### Multiple linear regression, partial F-Test I had seen many formulas out there and I hardly knew how to solve this exercise. Where it consists of: Enter link data set for the question I use$X_2,X_7\; and \;X_8$Using the partial F test, ... 2answers 64 views ### Difference in Significance for a T and F test After conducting a one way ANOVA, an F-test indicates that I should retain the null hypothesis (no two means differ), but the t-test (in line with the theory) tells me that the groups I tested are ... 1answer 44 views ### 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-... 1answer 53 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 ... 1answer 25 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. ... 0answers 30 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? 0answers 64 views ### 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_{...
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 ...