# Questions tagged [f-test]

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

96 questions
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### F-test to determine whether more than two sets of data differ

Here is the context for my question: I understand that you can fit the same model to two different datasets separately and then fit the model to the datasets pooled together as a way to discern ...
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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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### 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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### 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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### 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 ...
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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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### 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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### 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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### Double clustered standard errors and degrees of freedom in Wald-style F test for joint significance of regression coefficients with panel data

In panel regression, the Wald-style F test for joint significance of the regression coefficients is usually done with an adjustment for the degrees of freedom when robust/clustered standard errors are ...
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### Confused about F-contrast and F-test in statistical software

Let's say I have an estimated parameter $\beta$ from a general linear model for 2 subject groups (with the $\beta$s corresponding to their means). If I wanted to do a two sample t test in a ...
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### Interpreting numerator of an F-statistic

"the numerator expresses a measure of squared distance standardized by the covariance matrix" That is the author's interpretation on page 97 in Introduction to Linear Regression Analysis by ...
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### When is non-normality severe enough to warrant using different tests?

I've been doing quite a bit of reading on the topic of non-normality, and how it pertains to the F-test. My understanding is that non-normality tests aren't very useful, as outlined in the arguments ...
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### How would I determine statistical significance for ad impressions?

I'm programatically adding keywords to bid on. Some keywords will trigger ads and impressions, and some impressions will trigger clicks. Clicks / impressions = CTR (click-through-rate). Clicks cost. ...
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### model comparison: chi2 vs. AIC (and BIC)

I've been using the approach from Appendix A from this paper. It states that if I have two fits with $\chi^2$ values $\chi^2_1(\nu_1)$ and $\chi^2_2(\nu_2)$ ($\nu$ - degree of freedom), then their ...
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### Test fixed effects for joint significance in R

Just as in this post I'm looking to test for the joint significance of the fixed effects in a model. Unlike the post I referred to, I'm looking to test each fixed effect individually. I have used a ...
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### Test the difference between average value of 2 random variables

I am doing an exercise on marketing analysis to determine the strategy that a brand should follow based on historical weekly data collected from supermarkets that sell the brand (let say brand1) and 4 ...
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### Is this an appropriate way to compare simulated and measured data with small sample size, and are there alternatives?

I have a probably fairly basic question which I couldn't find an answer to on here or anywhere else. Would really appreciate any thoughts on this :) I am modelling the propagation of sound through a ...
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 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 181 views ### How does the f-classif in scikit-learn work? Does it combine different features and calculate the F-value between them or does it does calculate the F-value for one feature? If someone could point me to a source a book that explain this, that ... 0answers 316 views ### How to make an F test between two models? Here is a linear regression ... 0answers 59 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 ... 0answers 273 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 ... 0answers 30 views ### 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 ... 0answers 96 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 ... 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 ... 0answers 58 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 ... 0answers 85 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 ... 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 ... 0answers 18 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 ... 0answers 298 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 ... 0answers 65 views ### F-Test for two one-tailed difference-in-means tests in R I am looking for a way to combine two one-tail t-tests into the appropriate F-test (I think?) in R. Currently, I have been using a one-tailed t-test to check if the mean of the population before a ... 0answers 16 views ### How can I compare the variability of ADC values at three different time points? I've measured ADC values of liver and spleen in 50 patients, and these patients underwent three rounds of DWI at different time points (so there's total of 150 ADC values measured each for liver and ... 0answers 117 views ### How to compare the variance of two time series? I would like to answer whether two time series have the same variance. Initially, I used an F test to compare the two series variation. However, the two series appear to be skewed which would violate ... 0answers 16 views ### Difference between expected spending and spending observed. What kind of statistical analysis should I apply? I would like some advice from you about what kind of statistical analysis I could do about that data. My case is as follows: According to a research I have the information that the financial health ... 0answers 36 views ### Why do chi-squared and F statistic formulas involve$s^2$not$s^2/n$? Could someone please clarify why in Chi-squared and F-statistic calculation formulas sample variances are used as$s^2$and not$s^2/n$(like in Z or t tests)?$\chi^2 = \frac{(n-1)s^2}{\sigma^2} $... 0answers 78 views ### One-tailed$F$-test with multiple restrictions I have a regression, say$Y=a+bX_1+cX_2+e$. I know how to do the standard$F$-test for$b=c=0$. However, in my case, both coefficients$b$and$c$should be positive. So is there a way to test if$b&...
I would like to clarify a passage from Maxwell & Delaney, Ch.4 Extension in which the authors explain how to perform an F-test for a complex comparison. In what follows, the coefficients $c_j$ ...