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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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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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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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Is AIC appropriate for model selection when the parameters are fitted by least-squares rather than MLE

I want to compare the fit of a linear model (M1) and nonlinear model (M2): M1: $y = b_0 + b_1x_1 + b_2x_2 + b_3x_1x_2 + \epsilon, \epsilon \sim N(0, \sigma^2)$ M2: $y = b_0 + b_1x_1 + b_2x_2 + b_1 ...
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Large sample size and partial F-test for multiple regression makes adding a variable always significant

I am developing a two variable multiple regression model. ie. $$ Y = b0 - b1 * X1 + b2 * X2 $$ I am using the following formula for partial F-test from http://luna.cas.usf.edu/~mbrannic/files/...
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Heteroscedasticity-consistent F-test

Why is the F-test for overall significance (OLS regression analysis) invalid when residuals are heteroscedastic? Is there a way to calculate it in a consistent way under heteroscedasticity? Is there ...
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F test for regressions with a small N with robust standard errors [duplicate]

I have a binary dummy with only a very small number of values for this dummy set to "1" (say 7 out of 120). When I run the regression the F-test using robust standard errors, the f-test does not show ...
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“One-tailed” Levene Test

F-tests can be two-tailed (to test that $s_1^2 \ne s_2^2$) or one-tailed (to test that $s_1^2 > s_2^2$). How can I modify Levene/Brown-Forsythe to be "one-tailed", that is, to test $s_1^2 > s_2^...
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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 ...
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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 ...
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1answer
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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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1answer
844 views

Regression model F test on different response variables?

I am comparing two different models (multiple linear model). Basically the explanatory variables remain the same while response variable are different. $Model\ 1 - Y_1 = X_1+X_2+X_3$ $Model\ 2 - ...
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1answer
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F-test in Regression and Crossvalidation

I am wondering what is the better measure of predictive power in a multivariate regression setting. So an F-test for regression tests "the utility of the model", or exactly, if any of the $\beta$ ...
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1answer
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F test for equality of variances

I know that the test statistic is $$F=S_1^2/S_2^2 $$ But I am looking at some example questions from my lecturer and some have confused me. For example: For a certain game, individual game scores ...
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Multiple hypothesis testing and F tests?

Does the multiple hypothesis testing problem apply to the calculation of an F statistic for joint significance? It seems to me that the more variables you are including in your test for joint ...
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67k views

How do I interpret the results from the F-test in excel

I have a fairly simple question regarding the interpretation of the F-test in Microsoft Excel. Let't say these are the results of my F-test: I am now wondering how to interpret it in order to choose ...
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Prove F test is equal to T test squared

I need to show that F test is equal to T test squared, when the T test is for 2 independent groups and assuming variances are equal. I know that $F=\frac{MSB}{MSW}=\frac{SSB/k-1}{SSW/N-K}$ and I know ...
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Unbiased hypothesis tests

Is there some textbook or expository account showing that the definition of "unbiased test" bears the same sort of relation to "unbiased estimator" that interval estimation generally bears to ...
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When to use likelihood ratio test vs. incremental F-test in nested nonlinear model selection?

I have two nested nonlinear models and I want to know which provides a better fit to some data. I see descriptions of both the likelihood ratio test and of the incremental F-test (also called the ...
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Question about Hausman-test for endogeneity with two endogenous regressors with potential heteroscedasticity

First question: Is the following example of computing the Hausman-test for endogeneity with two endogenous regressors adequate? Second question: Is it true that in case of heteroscedasticity, i.e. I'...
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757 views

Why are different answers obtained for a regression F-test when using SSE and R2 formulas?

I cannot understand what I'm doing wrong with an F-test for the regression - I get completely different answers using SSE and R2 formulas. Unrestricted model: Restricted model: 1 restriction is ...
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Mean comparisons following multiple imputation

I need to do some simple mean comparisons between groups (basic ANOVA F-tests) on data with missing values. I use the mice package in R for multiple imputation, but I can only pool results for the ...
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2answers
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How to test equality of variances with circular data

I am interested in comparing the amount of variability within 8 different samples (each from a different population). I am aware that this can be done by several methods with ratio data: F-test ...
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2answers
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How to interpret the confidence interval of a variance F-test using R?

I'm trying to understand the confidence interval returned by the function var.test() in R. More specifically, the confidence interval returned by var.test() is not the one I find when doing the ...
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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 ...
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1answer
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Am I getting something wrong? A question about a paper on the F-test

First, I'm sorry for the long post, but I needed a second opinion from you, the experts, about this problem! I was reading a paper by Gallagher (2006), where he puts an example on "how one may ...
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3answers
906 views

Does the p-value in the incremental F-test determine how many trials I expect to get correct?

I've implemented an incremental F-test program that evaluates the fit of an unrestricted model $M_{UR}$ against the restricted model $M_R$ using the F statistic $\frac{SSE_{R} - SSE_{UR}}{SSE_{UR}}\...
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3answers
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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 ...
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1answer
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Not-significant F but a significant coefficient in multiple linear regression

I have a regression with two continuous predictors and one dichotomous predictor in Model 1 and two interactions of each of the continuous predictors with the dichotomous predictor in Model 2. The ...
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1answer
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Sample size formula for an F-test?

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 = (\...