# Questions tagged [f-test]

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

230 questions
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### 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 ...
1answer
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### Finding value of f statistic to test for difference between treatment means given the following table

Im not really good with statistics and cant really find a way to answer this question. Finding value of f statistic to test for difference between treatment means given the following table.
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### 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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### $F$-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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### 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 ...
2answers
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### Is a partial F-Test on a model reduced by only one variable valid?

For a recent project, I used multiple linear regression to model data. I attempted to choose between my initial full model and a reduced model by performing a partial F-test. The models used were the ...
2answers
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### Why is F-test so sensitive for the assumption of normality?

Why is the F-test for difference in variance so sensitive to the assumption of normal distribution, even for large $N$? I have tried to search the web and visited the library, but none of it gave any ...
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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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### 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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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 = $\frac{\frac{\sum{(\hat{Y_i}-\... 0answers 132 views ### R - Testing for Granger causality when OLS assumption are violated I am using the vars package to estimate a VAR-model. Since it seems, that the residuals of my model are neither homoscedastic or uncorrelated I computed Newey West ... 0answers 50 views ### Why do dummy regressors decrease sensitivity in linear regression? For linear regression analysis, I thought that the addition of covariates which are not related to the dependent variable$Y$does not decrease sensitivity. Such random/dummy regressors can be ... 1answer 36 views ### Which test do you suggest to use to catch the differences in paired sample I must evaluate the goodness of an instrument according to the measures of the final products. I have two instruments: one good and the other one whose goodness I have to evaluate. The measures are ... 0answers 47 views ### Stable seasonality F-test does not meet assumptions for one way ANOVA I am having trouble to understand Stable seasonality F-test. I know it is basically the same test as one way ANOVA, but the assumptions for one way ANOVA can´t be met for it. For ANOVA the data should ... 0answers 25 views ### Can I use F test to compare linear and exponential model? I have a data set consisting of crop biomass measurements ("response" variable) and corresponding spectral vegetation indices measurements (predictor variables). The measurements have been made on two ... 1answer 347 views ### Is an F-test for equality of variance appropriate for a very large dataset? I have a dataset with about 500,000 subjects and I am trying to establish whether the variance is equal. I first performed an F-test but then I realised the data is slightly skewed with kurtosis. So ... 0answers 25 views ### Deriving the F-test from${{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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### 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 ...