Questions tagged [f-test]

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

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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)? $\chi^2 = \frac{(n-1)s^2}{\sigma^2}$ ...
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Do we use Sequential Sum of Squares or Adjusted Sum of Squares for Partial F test in Regression?

I would appreciate a detailed answer. Thank you.
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Testing joint-significance - no SSR

I am doing some revision for an exam in Econometrics...and I think I should possibly repeat as I am stumped on a past exam paper question, making we wonder if I learnt anything. It gives an equation ...
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Comparing means in bins of different sample sizes

Suppose I have the following 2 plots showing the mean of a variable on a 2-d spatial grid, as well as the occurrence histogram (see bottom). Is there a specific way to compare these means, even ...
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How do I compare the predictive power of two predictors within a single (logistic) regression?

I've read about how F-tests can be used to compare models and to decide whether an additional variable should be included in the regression. However, I want to test whether A vs. B are better ...
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In the F test, is a two-sided test mainly used?

I have a question about the F test. In R language, three parameters "two.side", "less" and "greater" can be specified as arguments of var.test (). However, I can not specify a one-sided test like "...
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F test, Model selection test

How to compare which of the following two models is a better fit: M1 $y$ = $\alpha$$X + \epsilon M2 ln(y) = \alpha$$X$ + $\epsilon$ Can we run a test statistic to compare the two models? ...
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Permutation F test for nested models

How can I do a permutation F test for testing if a larger model which contains a larger model is better? e.g. Model 1 : y ~ x1 + x2 Model 2 : ...
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What is the difference between the residual, lack of fit and pure error In F test for Regression Analysis?

What is the difference between the residual, lack of fit and pure error and how to calculate each of them in ANOVA F test for nonlinear regression?
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How should one compute the p-values of a two sided F test?

I have been studying this link. However, i can't really figure out how to calculate the p value for a 2 sided F test where the degrees of freedom are different and the F distribution is asymmetric. I ...
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What is the point in reporting the z statistic of a z-test?

In my field some authors report the z statistic of a z-test in a generalised linear model and others do not. Does reporting the z statistic serve any purpose if the p value of a z-test or of a post-...
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Can I mix and match F-test and T-test code when I implement a program for some statistical calculations?

I was told to rewrite an old java program that performs some statistical calculations. I was able to solve most of the problems until I ran into this one: The program compares two sets of data over ...
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Why do dummy regressors decrease sensitivity in linear regression?

For linear regression analysis, I thought that the addition of covariates which are not related to the dependent variable $Y$ does not decrease sensitivity. Such random/dummy regressors can be ...
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Deriving the F-test from ${{SSE_R-SSE_F}\over{(n-q)-(n-p)}}/{{SSE_F}\over{n-p}}$

Given a Full and Reduced model, the F-test to see if the reduced model is significant is given by $${{SSE_R-SSE_F}\over{(n-q)-(n-p)}}/{{SSE_F}\over{n-p}}$$ I'm trying to understand how this is ...
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what we consider the significance if the F calculated value equal to F tabulated?

if for example, we define the significant level at P<0.05 and the F calculated was equal to F tabulated. now the question is does we consider it significant or not? I did not find a refrence answer
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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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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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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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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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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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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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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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Does the F-Test (var.test in R) assume independence of observations?

I've looked online but I can't seem to find an answer. Basically I'm comparing data from two groups, disease and control, and from each induvidual there's two observations. I want to compare the ...
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Transforming models and conducting hypothesis tests

The population relationship between $y$ and $x_1, x_2, x_3$ is \begin{equation} y_t=\beta_0+\beta_1x_{1t}+\beta_{2}x_{2t}+\beta_3x_{3t}+\epsilon_{t} \end{equation} with $\epsilon_t\sim N(0,1)$. The ...
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Finding value of f statistic to test for difference between treatment means given the following table

Im not really good with statistics and cant really find a way to answer this question. Finding value of f statistic to test for difference between treatment means given the following table.
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Comparing regression coefficients using F-test to assess for batch effects

Here's what I have: two datasets with ~27,000 variables (same variables for each dataset). I'm trying to test whether or not dataset1 and dataset2 display batch effects. Namely, I want to do PCA and ...
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How to perform F-test significance testing in Matlab?

I have two quantities in Matlab say T1 (1x44100 array) and T2 (1x44100 array). I have calculated their ratio ...
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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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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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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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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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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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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 ...
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}} = \...