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Questions tagged [f-test]

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

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66 views

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
36 views

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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336 views

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
90 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
572 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
37 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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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
151 views

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
387 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
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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
66 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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116 views

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 ...
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0answers
53 views

reporting average inferential statistics from bootstrapped dataset

For independent reasons, I'm working on two bootstrapped datasets, A and B, of the same size, each consisting of a 1000 samples. To compare the distributions of A and B, I ran a Fischer F-test on ...
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377 views

Generalized additive model: low F-test?

I am confused about the F-test value in the smoothing terms of a GAM model. ...
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97 views

Can I calculate confidence interval for effect size using only F test score and N?

I was able to calculate the effect size for a sample for which I only have the total N and F-test score. However, I also would like to calculate the confidence interval or margin of error for that ...
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1answer
2k views

If the f-test is insignificant but coefficients are significant, can I use it?

If the linear regression's f-test is insignificant but its coefficients are significant in t-test, can I use this regression and its coefficients? In academic journals, I find people use linear ...
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1answer
86 views

Permutation version of Ftest

is there some permutation test version of F-test (comparing equal variances of two data sets)? I know the permutation version of T-test because I can shuffle data assuming to H0 (expected values are ...
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2answers
264 views

F-test comparing the variances of two in/dependent variables

I have 64 time meausures at morning, and 64 measures at evening. I would like to use F-test, to compare variances of my times (are my times equally "stable" at morning an evening?). All time ...
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How would I test to see if a data set is described by a specified (not calculated) 2nd order polynomial line?

In Short: Given a set of data and a specified 2nd order polynomial trend line, how can I go about testing a hypothesis that the line describes the data? I'm not asking to do a linear regression on ...
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0answers
147 views

How is the F-test superior to the $\chi^2$-test for handling overdispersion?

I am interested in analyzing data from group randomized trials: a group randomized trial involves recruiting groups, like children within a school, people within a community dwelling, bats in a cave, ...
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1answer
2k views

What F-test is performed by $\texttt{lm()}$ function in R, at the end of the output?

I was wondering what is the F test (in general) that is done by the function $\texttt{lm()}$ in R. I mean you can do different F tests, which one does it chose and how? For instance in a linear ...
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37 views

We should verify first if the variances are equal with F-test before verify if the means are equal with t-test? [duplicate]

We have two samples with different sizes: 42 and 47 and we have to verify if the means of the two samples are equals. For verify this with t-test, we should verify first if the variances are ...
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1answer
1k views

Big difference between a t-test and a F-test in a mixed model (anova vs summary in lmerTest)

While helping someone else with their analyses, I've run into a question regarding the difference between t-tests and F-tests for linear mixed models in lme4 for R, as provided by lmerTest. I'm aware ...
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Can I conclude I have outliers when no coefficients are significant but f-test is significant? [duplicate]

Can I conclude I have outliers when no coefficients are significant but f-test is significant in the linear regression? ...
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2answers
72 views

Can I use the linear regression result with few independent variables?

When I run the linear regression using about 12 independent variables, I get insignificant F-test result overall. So I discarded variables to make the F-test significant while having no ...
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37 views

How to estimate critical value for F-test for df=91? [duplicate]

I'm trying to do F-test (ratio of the variances) for two samples with 92 data points each. I look at several links for the critical value for degrees of freedom equal to 91 but most of them are ...
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1answer
51 views

What technique to use for Hypothesis Testing Difference of Two means - Whole Population and a Cluster inside the Population

I have N individuals with M features. I call the mean of the N individuals on each M feature a "Grand Mean" For example, on feature F1, I call it "Grand Mean of F1". Now, If I have K clusters INSIDE ...
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1answer
94 views

ANOVA: compares means among 3 models or linear vs simpler model?

So I'm super confused. Looking online for example:here or here or here or in any other website I could find ANOVA is " used to determine whether there are any statistically significant differences ...
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60 views

Discarding independent variables in linear regression

I start with 9 independent variables in my linear regression. However, I find that the overall F test value is not having significant P value and some variables are highly correlated. Thus I ...
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0answers
90 views

How to calculate confidence interval for intraclass correlation

I am running an intraclass correlation to test for non-independence of the responses of individuals in dyads. I am running the intraclass correlation, as recommended by Kenny, Kashy, and Cook in ...
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1answer
931 views

Violation of assumptions for a one Way ANOVA analysis

I am trying to do a one way ANOVA and having some difficulty proceeding it. Among all the assumptions, I am stuck with these two: normality and equal variance. My questions are, My independent ...
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1answer
109 views

How to read R F-test results?

I am trying to check that data adhere to the assumption of equal variance, so i can use a parametric test. But i do not know how to interpret the results of the Ftest.
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1answer
300 views

How do I conduct an F-test for change in R^2 within SAS? [closed]

Suppose I have a simple model that looks something like this: y = {Block 1} x1 x2 x3 x4 {Block 2} x5 x6 x7 x8 If I want to conduct an F-test to see whether Block 2 produces a significant change in R^...
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1answer
73 views

Prove hypothesis that $\sigma_1 \leq \sigma_2$in R

My condition $ X \sim \mathcal{N}(\mu_1,\,\sigma^{2}_1)\,. $ where mean = 6, sd = 2.5, n=16 $ Q \sim \mathcal{N}(\mu_2,\,\sigma^{2}_2)\,. $ where mean = 8, sd = 4, n=18 I need to prove $H:...
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151 views

Mincer-Zarnowitz: High Wald statistic, although intercept near 0 and slope near 1?

I have regressed the following points with OLS the intercept is -0,085 while the slope is 1,008. So highly dependent. So far so good. The t-statistics for the intercept are -2,84 and 27,87 for the ...
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0answers
35 views

Logic behind F-test for the coefficients test in linear regression

In book I have the following sentence: How can we understand "precisions" of different coeffcients(I am not native english speaker)? And why do we use quadratic function, in order to solve this ...
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1answer
89 views

Different P-Values from F test and anova

I would like to compare two Groups. My null hypothese $H_0$: two groups are same alternative hypothese $H_a$: these two groups are different I use anova and <...
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1answer
2k views

Why does MANOVA report values of F-statistic in addition to Pillai/Wilks/Hotelling/Roy?

I'm conducting some multivariate analyses and I'm wondering why MANOVAs have two test statistics. For example, pasted below is an image of output usually produced by (I think) SPSS software. From what ...
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1answer
305 views

How can I have a significant overall F-test but any significant P values for the individual coefficients? Graphical intuition, please?

From http://blog.minitab.com/blog/adventures-in-statistics/what-is-the-f-test-of-overall-significance-in-regression-analysis: Typically, if you don't have any significant P values for the ...
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0answers
39 views

How to choose critical F value from statistical tables when the df is large? [duplicate]

For an F(2, 237) distribution, how should I determine a critical F value from a statistical table? Would I look up (2, 150) or (2, 300)? Should it simply be the closest degrees of freedom?
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1answer
74 views

How to test the significance level of two out-of sample regressions with the MSE-F

Is there anyone who is experienced in applying the MSE-F (F-test, McCracken, 2007)? There are two different values to search for the critical value: $k_2$ and $\pi$. I was told that $k_2$ equals ...
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0answers
55 views

Testing simultaneous equality of contrasts

I have a one-way ANOVA model with 3 treatments. I have contrasts $\hat{\theta}_1=\hat{\mu}_1+\hat{\mu}_2$ and $\hat{\theta}_2=\hat{\mu}_3-\frac{1}{2}(\hat{\mu}_1+\hat{\mu}_2)$. I want to do a ...
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108 views

Testing that all Intercepts of Different Regressions are Zero

I have individually regressed the excess returns of 10 US stocks on excess market returns. Each have provided me with different $\alpha$'s. I want to test whether these are all jointly equal to ...
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1answer
2k views

Using Regression to Determine whether the CAPM holds

I am taking a beginners course in econometrics and have some questions regarding regressions and the CAPM. Using data from Yahoo Finance and Kenneth French I run a regression according to the ...
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0answers
19 views

Test for informational efficiency

I need to compare one benchmark models regarding their "informational efficiency" against three other models. From my search I can now say, that this usually refers to the question how well a model is ...
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0answers
309 views

P values from quasi-binomial generalised linear models in R

I am sorry if this has been asked elsewhere. I could find it when looking. I am running a quasi-binomial generalised linear model (to correct for overdispersion) weighted by a count of sample size. I ...
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1answer
3k views

How can I tell if I can assume equal population standard deviations?

If I have $\bar{X} = 0.14$ and $\bar{Y} = 0.139$ and the population SD of $X$ is $0.0026$ and the population SD of $Y$ is $0.0024$. The population for both statistics is $6$. How can I construct a ...
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1answer
1k views

Can I use F-test to compare two linear models (not nested) [duplicate]

I have two models of the following form lmod1 <- lm(response ~ predictor1 + log(predictor2)) lmod2 <- lm(response ~ predictor1 + predictor2) The question ...
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1answer
2k views

Interpreting Results of Granger Causality Test

I have been using statsmodels python module to try and learn about Granger Causality. I know that this particular implementation uses four tests for non-causality, but I am having difficulty ...