Questions tagged [f-test]

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

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542 views

Stata: Test if fixed effects are needed

In Stata, what is the command I should use to test if fixed effects are needed in my panel data regression? The output to test for redundant fixed effects should be Cross-section F-Test Cross-...
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607 views

Matrices F and c for F test?

In $\mathcal{F}$ test, the hypotheses involve multiple regression coefficients with the $\mathcal{F}_{0}$ test statistic: \begin{equation} z_{j} = \beta_{0} + \beta_{1} x_{1} + \beta_{2} x_{2} + ... + ...
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1answer
442 views

Why do we make a F-Test rather than a Beta-Test in ANOVAs?

When one performs an ANOVA, (s)he always end up calculating the observed F-ratio and comparing it to the appropriate F-distribution. From this post, I discovered that the coefficient of correlation $r^...
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247 views

A proper use of the Cragg-Donald F-Statistic with more than one endogenous variable

I've read that the Cragg-Donald F-Statistic is similar to an F-test on the first-stage OLS regression when you have one endogenous variable. But with more than two endogenous variables, you should use ...
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1answer
2k views

$F$-test for hypothesis $\beta_1+\beta_2=2\beta_3$ in a regression

In a regression $y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \beta_3 x_3 + \epsilon$, how do I use an $F$-test to test the hypothesis $\beta_1+\beta_2=2\beta_3$? The standard $F$-test would test a ...
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1answer
333 views

Size of Tukey's 1 Degree of Freedom Test

In Oehlert (p. 218) the following algorithm for computing Tukey's one degree of freedom test for non-additivity is suggested: Fit a preliminary model; this will usually be an additive model. ...
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1answer
117 views

How to say whether the variances of multiple groups are different?

I am building a hierarchical model for prediction purposes, and I am considering modeling the variances of each group in addition to the means. This is a graphical depiction of what I would like to do:...
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1answer
6k views

Effect of sample size in F-test?

Having worked hard to understand the t-test, I'm rapidly falling out of love with it. All that is required in the t-test to gain significance is increase sample size, which renders it close to ...
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806 views

lm and nls F test in R

I am trying to compare a linear model and other non linear models(Asymptotic, Logistic and Ricker) by means of an F test or a likelihood ratio test. I have tried anova(Linear, Logistic,Ricker, ...
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0answers
125 views

postestimation test

I have run two regression models. one is GLM with logit link and Binomial family and the other is tobit regression. I want to compare the coefficient of some of my independent variables in each model. ...
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58 views

Description of how the variance in `Y` changes with the discrete variable `X`?

Let Y be a continuous response variable and X be a discrete explanatory variable. I am interested in developing a statistical ...
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1answer
3k views

t test vs. F test

In linear regression, I have heard that the t test is more versatile than the F test because the t test can test the null hypothesis $H_0:{\beta_1}=k$ for $k$ a constant, whilst the F test can only ...
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1answer
2k views

F-test on two regression models

How to compare two simple regression models? Say I have two regression models: Model 1: $Y= c+X_1+X_2$ Model 2: $Y= c+X_3+X_4$ How to test null hypothesis that both of these models have equal ...
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1answer
351 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 ...
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2answers
2k views

AR(q) model with F-test

I am wondering that if we have an AR($q$) model for time series: $$X_i=\beta_1X_{i-1}+..+\beta_{p}X_{i-p} + \beta_{p+1} X_{i-p-1} +...+\beta_{q} X_{i-q}+\epsilon_i,\epsilon_i \;\text{iid}\; N(0,\...
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4answers
4k views

Both t-test and F-test are significant, do I report both?

I undertook a large study (N about 200 in both control and treatment) in which one of the user ratings is significantly different (p < 0.0001). When I ran the unpaired t-test, the F-test also ...
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1answer
512 views

F-test for dummies

Assume following model: $Sales_i = a +b_i*Price*Dummy+Advertsing*Dummy$ $Sales_i$ represent the sales in retailer i (either 1 or 2) and $Dummy$ is a dummy variable giving value 1 to retailer 2 and 0 ...
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1answer
9k views

How do I interpret a variance ratio test in Stata?

I need help with interpreting output from a Variance Ratio Test in Stata. $f = 1.2988$ (my variance) $\text{Degrees of freedom} = 249, 493$ I have Ho: ratio = 1 as my null Ha: ratio != 1 Am I ...
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1answer
234 views

F-test for equality of variance

Assuming perfect normality, independence, etc. and testing for equality of variance between two population (where we know that $\sigma_x^2 $ is not lower) and (thus) use a one-sided test. $$H_0: \...
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1answer
221 views

One tailed or two tailed test?

I have a simple question. I'm not sure which one to use, whether it should be one tailed or two tailed test. I have two sets of data - any type of measurements. First test is in perfect conditions ...
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1answer
275 views

How to determine if there is a spatial dependence in data?

My data consists of data measured at different positions (250 measurements in a 5x5 grid). It has been proposed that results may be somewhat dependent on the position. Looking at the data I don't ...
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0answers
557 views

How to report confidence intervals for an interaction?

I have a significant interaction in a repeated measures ANOVA. Two groups in my data are significantly different from one another. In order to report the overall confidence intervals, when I report ...
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0answers
83 views

Number of significant linear predictors if predictors are not independent?

I would like to determine which of a set of candidate predictors $\{x_1, x_2,\ldots, x_n\}$ are significantly relevant to the linear prediction of $y$. Typically, one can compare a full model $$\...
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1answer
169 views

f test of equality of variance on error variances

Is it all right to do an F test of equality of variances on error variances (RSS divided by degrees of freedom)? Thanks a lot.
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1answer
2k views

Using F-tests for variance in non-normal populations

I'm fairly new to stats, so please excuse me if this problem is hopelessly elementary or misinformed. Basically, I'm wondering if you can help me understand whether I'm using the F-Test for variance ...
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3k views

F-test: Testing unrestricted model vs. restricted model in Gretl and SPSS

I have a proposed a model for Corporate Social Responsibility determinants (not important). Among my independent variables I obtain two that are statistically not significant. Following Wooldridge ...
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2answers
646 views

F-test and F-distribution

When comparing variances, very often a F-test is used. $$F=\frac{s_1^2}{s_2^2}$$ We then compare $F$ to an F-distribution. The assumption of this test is that the two samples (which variances are $...
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1answer
46 views

T-test on indicator for a group of betas vs. F-test on the same group

If I estimate the following regression on a large data set: $y = b_0x_0 + b_1x_1 + b_2x_2 + b_3x_3 + b_4x_4$ where $x_0, x_1,...x_4$ are all dummy variables indicating group membership, and I create ...
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223 views

Wild Bootstrap F-test

Is anyone aware of code for a wild bootstrap F-test? Namely, testing joint significance of several coefficients where the standard errors of each coefficient are computed using a wild bootstrap. The ...
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2answers
2k views

F test to test equality of variance

I have a single time series which will be divided on the date of the change before and after. I want to compare the variances between the two time sections and I am told to do an F test of residual ...
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0answers
258 views

Homogenity of Variances - F-test and Levene Test yield different results - which one to trust?

I want to perform a t-test on two independent samples with each n = 50. to check the assumptions, I ran an F-test for homogenity, which is significant. then I used SPSS which does a levene test by ...
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4answers
176 views

Did I pick the right t-test based on the results from the F-test?

I am presenting my thesis in two weeks and have some troubles with the statistical part, and I would be very grateful if someone could help me out since I dont really know what I am doing. I started ...
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710 views

When to use F-Test versus Chi-Square Test in Analysis of Deviance

I'm choosing a GAM, and when I try to do anova(model.1, model.2, test="F") It gives me a warning message saying that the F test is inappropriate for binary ...
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0answers
131 views

Regression: finding p-value and F

I'm working on stats homework, and I've come across a problem I cannot figure out. It's a multi-part problem, and I've correctly answered a number of the questions, but there are a few that are not ...
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3answers
61k views

How to get F-test p-value

Suppose we can choose from two different catalysers. 10 observations are taken from the first one and 12 from the other one. If $s_1 = 14$ and $s_2 = 28$, can we reject at $\alpha = 5\%$ the ...
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1answer
3k views

Is the F test for R² in (multiple) Regression one- or two-tailed?

I have been wondering about the F test that is provided by many statistical packages along with the standard regression output. As I understand it, F can be computed by $$ F_{df_{reg},df_{res}} = \...
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1answer
3k views

F-test formula under robust standard error

I am attempting to write a program that will (among other things) use the F-test in multivariate regression under standard robust errors. I am having trouble finding a specific formula for the F-...
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1answer
777 views

comparing R-squared and F-stat

I am doing multiple regression with Gas production (l/d) as response variable, and flow rate (l/h) and COD influent (g/l) as explanatory variables in R. I made two models. ...
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1answer
6k views

R: Setting an F-statistic to determine variables for a multiple linear regression model

I am trying to understand the steps behind the linear regression process. I already have a linear model like: lmodel1 <- lm(y~x1+x2+x3, data=dataset) for which ...
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1answer
16k views

P-value of F-test to compare two variances (var.test in R)

I am trying to understand where the p-value of a F-test comparing two variances comes from. More specifically, the p-value given by R's var.test function does not ...
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1answer
37 views

Is it possible to have an F-test with a $p<.05$ even if there is an $R^2<.1$ for a least squares analysis in JMP?

I've been working with JMP, and I have found that often I get a significant p value but a relatively small r. Is this supposed to happen?
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2answers
2k views

Comparing interaction effects using different variables. Possible?

I want to compare which are the "most important" interaction effects (in a data driven way, I realize that it is has downsides). I realize that for substantial researchers this does not make sense, ...
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0answers
313 views

How come we can't conduct t-test and f-test in MLE?

Isn't the equation derived using MLE a regression? Doesn't that allow for t and f test? Please help, thanks.
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2answers
166 views

Trying to understand the F-statistic

According to wikipedia, in regression problems, consider 2 models, the F-statistic is $$F=\frac{(RSS_1-RSS_2)/(p_2-p_1)}{RSS_2/(n-p_2)}$$, where $p_1,p_2$ are the degrees of freedom of the 2 models ...
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1answer
501 views

How to determine a null and alternative hypotheses and interpret F-test results, a specific example

I'm trying to figure out how to interpret the ftest in 1.2(iv) of the attached sheet. What is the alternative hypothesis being assumed, and what is the null hypothesis being assumed? Is the ...
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1answer
465 views

How to check for linear constraints of coefficients in logistic regression in R?

I have a logistic regression model with several variables. I want to test the hypothesis of, say $a \beta_i = b \beta_j$ for constants $a,b$. I know that this can be theoretically done with an $F$-...
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0answers
227 views

Which test to use when comparing variances for data that is not necessarily normally distributed

I am a biologist looking for guidance regarding which statistical test to use when comparing variances in data. I am comparing two theoretical distributions to the experimental data. The data in the ...
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1answer
97 views

When Should The Following Tests Be Run

What are the assumptions behind each of the following types of tests (i.e. what are the prerequisites to running each test). Paired-t Sign Two-Sample t Pooled Two-Sample t Two Proportions F I really ...
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1answer
2k views

What is an F test?

What is an F test and what does it show? Also what is an alpha, and how do I evaluate the p-value?
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382 views

General linear hypothesis testing in repeated-measures multivariate linear model

In a multivariate linear model $Y = XB + U$, where within-subject (or repeated-measures) factors are coded as simultaneous response variables in $Y$, a general linear hypothesis can be formulated as ...