Questions tagged [f-test]
Any hypothesis test in which the statistic has an F distribution under the null hypothesis.
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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
47 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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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
24 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
29 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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32 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
27 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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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.
$$F=\frac{(TSS-...
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1answer
21 views
Test for ratio of variances across multiple groups
I am looking for a statistical test for whether the ratio of variances vary significantly among groups. I have 100 groups, each with ~50 A individuals and ~50 B individuals (n varies somewhat between ...
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1answer
56 views
Alternative to Chow test in the case of heavy tailed residual distribution
I would like to check if two subpopulations of my data have the same parameters in a model. Model 1 is based on subpopulation 1 and Model 2 is based on subpopulation 2.
Model 1: $y=x^\alpha + \...
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0answers
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F test fails but t-test does not? [duplicate]
I'm a bit confused about this.
I have a model with multiple variables trying to explain the dependent variable.
When I use the F test, I don't pass the critical value.
But when I seperate the ...
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1answer
59 views
Testing nested models with clustered errors
I have a simple linear model. $$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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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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70 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
116 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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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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131 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 ...
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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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2answers
307 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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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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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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371 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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1answer
129 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 ...
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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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1answer
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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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1answer
87 views
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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4answers
451 views
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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1answer
35 views
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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1answer
35 views
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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1answer
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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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2answers
331 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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1answer
1k views
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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1answer
57 views
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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0answers
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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 ...
