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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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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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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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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 ...
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F-test for equality of regression coefficients

I have been trying to look for a reference on the theory behind using the F-test to test for the equality of regression coefficients. The closest I could find is this, which is for general linear ...
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Adjusted $R^2$ & F test are not shown in regression with robust standard errors in Stata

The adjusted $R^2$ is not shown when a regression with robust standard errors is calculated in Stata. This is surprising to me since the value of the $R^2$ is unaffected in regressions with robust ...
2k views

F test and categorical variables

I am trying to compute a regression. I have a continuous dependent variable (investment in millions of dollars) One continuous independent variables Five dichotomous indicators (1 / 0) Four ...
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Why do we use a one-tailed test F-test in analysis of variance (ANOVA)?

Can you give the reason for using a one tailed test in the analysis of variance test? Why do we use a one-tail test - the F-test - in ANOVA?
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ANOVA interaction term non-significant but post-hoc tests significant

I have animals which took either drug A or drug B (drug factor), and these same animals were either dehydrated or euhydrated (treatment factor). The F-tests for my ANOVA model tell me that only ...
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Comparing two F-test statistics

I have two groups A and B, each of which consists of 5 samples. Each sample is described in a vector of length (>1000) of continuous numeric values (characteristics). I want to test if the sample in ...
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Why use the F distribution and F test?

I don't understand why in the F test we calculate the ratio between MSE between subject and MSE within subject. As far as I know, this is due because we want to use the F distribution, which is a rate ...
2k views

Kendall's coefficient of concordance (W) for ratings with a lot of ties

I have read that Kendall W should be avoided when it comes to deal with non-rankings especially for rating scales which tend to have a lot of ties. Yet posts here seem to suggest it for ratings. As ...
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How to read off 0.975 alpha value in F table

$F<(1-\alpha/2, n_x-1, n_y-1)$ and $F>(\alpha/2, n_x-1, n_y-1)$. (Testing equality of population variances). An alpha of $0.0$5 is used. $1-\alpha/2= 1-0.05/2= 1-0.025= 0.975$. However, there ...
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F test and t test in linear regression model

F test and t test are performed in regression models. In linear model output in R, we get fitted values and expected values of response variable. Suppose I have height as explanatory variable and ...
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Calculating the $p$-value of an $F$- statistic

I am trying to implement an algorithm for calculating $p$-values of $F$-tests and I need this method to be highly precise. It is easy to implement this with $z$- or $t$- tables, however I don't know ...
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Interpreting the results of an analysis [duplicate]

Possible Duplicate: How to interpret basic output from a regression analysis? I am wondering what does the following stand for: F( 2, 27) = 19.73. As far as I understand his has to do with the F-...
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Fisher's criterion distribution

My task is to show that Fisher's criterion distribution when the null hypothesis is true follows $F(k-m,N-k)$ when df increases. Here $k-m$ is number of restriction. So I can write a null hypothesis ...
I am wondering if there is a sample size formula like Lehr's formula that applies to an F-test? Lehr's formula for t-tests is $n = 16 / \Delta^2$, where $\Delta$ is the effect size (e.g. \$\Delta = (\...