# 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 ...
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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 ...
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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 ...
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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 ...