# Questions tagged [f-test]

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

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### How to compute minimum sample size of a simple linear regression model with given statistics values

Suppose the statistics values are given as follows: $\sum_{i=1}^{n}x_i, \sum_{i=1}^{n}y_i, \sum_{i=1}^{n}x_iy_i, \sum_{i=1}^{n}x_i^2,\sum_{i=1}^{n}y_i^2$ Firstly, we can compute the regression ...
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### Sample size and power for an F-test with more than 2 samples

There is a known formula for calculating the minimum sample size for t-test: $$n = \frac{\sigma^2 z^2}{m^2}$$ where $\sigma$ is the (expected) standard deviation in the population, $m$ the margin or ...
27 views

### ANOVA table in R: F-value does not "match the math"

I was playing around with a simple linear models when I noticed that, in the ANOVA table, the ratio MSreg/MSres does not exactly correspond to the F-value. Indeed, the two values are very similar but ...
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### F-test value in significance test for Linear Regression; what is the value when R^2 is equals 1?

What is F-test value in significance test for Linear Regression when $R^2$ is equals 1?
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### Significance test if R-squared ($R^2$) is significantly different from 1 (or some number very close to 1)

I am trying to find a way to test if a R-squared value that is high (>90%, on a small sample of c30 observations) is not significantly different from 1 (or at least from a number very close to 1, 0....
7 views

### Different tests for model fit

I saw that in linear regression models one often uses a hypothesis z- or t-test for $R^2$ or for effect sizes. A z-Test is only useful if the standardized $R^2$-values are standard normally ...
1 vote
24 views

### Are partial F test and student test the same for one parameter?

In the context of a multiple linear regression, is applying a partial F-test on the significance of a single parameter equivalent to applying a student test on this parameter?
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### Non-parametric joint difference in means between groups

Background: I want to test the difference in means between two groups along multiple variables. The approach I know is to run a regression where the group variable defining the populations is the ...
• 253
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### Correctly specify nested error structure for a split-plot ANOVA

I would like to check we are thinking about an approriate model structure for an experiment we have run, and whether I have specified this correctly in R. I have data from an experiment using plants ...
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### p-value adjustment/correction on main effects & interactions (F-tests / ANOVA)

I performed 8 ANOVAs on the same subjects with different dependent variables. We tested the significance of each term & interactions using F-tests (ANOVA). A reviewer asks us if we have applied ...
• 457
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### Is there such a thing as a paired-samples F-test?

I have paired data (from a pre/post-test) for which I assume that the variance differs between groups (again between pre/post). Visually, this assumption appears to check out and there is less ...
27 views

### Comparing nested regression models on multiple data sets

Suppose we have two nested models $M_1(p_1)$ and $M_2(p_2)$ where $p_1$ and $p_2$ are the parameter sets of the models. Consider that $M_1$ is a restricted version of $M_2$ so $p_1$ set is a special ...
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### Test for overall significance of regression when the variance of errors is known

Say we want to test the overall model adequacy in a multiple linear regression model: $$H_0: B_1 = B_2 = ... = 0$$ $$H_1: B_j \neq 0 \text{ for at least one j}$$ the random errors $\epsilon$ are ...
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### How to know which group out of multiple has higher variance?

I am looking at different species of plants are established in different locations with different environmental variables. I want to see if some species are established in locations with wider values ...
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### Derivation of Distribution for the Robust F-statistic

This question is motivated by the question here. That question asked about the formula for a robust F-statistic. I am aware of the formula. My question is how to prove the distribution of the test ...
1 vote
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### Negative F-test value comparing two nested models

I am comparing two non-linear nested models - let me call them model A and model B. Model B has one parameter more than model A, i.e. model A can be obtained as a special case of model B. These two ...
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### Test to compare 5 subgroups with population parameter

I have 5 subgroups , A,B,C,D,E each have their own mean and standard deviation. ...
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### Very confused by residual degrees of freedom in REML

I am trying to estimate a LMEM model with three fixed effects (two regressors and their interaction) and one random effect (a by-subject random intercept). Both regressors are dichotomous. I'm using R'...
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### Repeated Measures ANOVA Tests of Within-Subjects Contrasts

Using the MIXED procedure and a set of repeated measures data of vertical format, I obtained the results of fixed effect estimates and related t-tests for orthogonal polynomial linear and quadratic ...
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1 vote
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### If the omnibus F-test for testing is not significant, is it still possible for the pairwise comparison for testing to be significant?

Continuous outcome data are collected for three independent groups of equal size (i.e., all group n’s are equal). A linear regression analysis is performed to model the group means. More specifically, ...
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