# Questions tagged [f-test]

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

230 questions
2answers
2k views

### 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 ...
2answers
4k views

### Why is F-test so sensitive for the assumption of normality?

Why is the F-test for difference in variance so sensitive to the assumption of normal distribution, even for large $N$? I have tried to search the web and visited the library, but none of it gave any ...
2answers
14k views

### Difference between selecting features based on “F regression” and based on $R^2$ values?

Is comparing features using F-regression the same as correlating features with the label individually and observing the $R^2$ value? I have often seen my ...
3answers
49k views

### 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?
1answer
1k views

1answer
733 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 ...
1answer
138 views

### Does F-test reflect the overfitting of a model from the inclusion of multiple regressors?

Does F-test for the overall significance of the OLS model reflect the overfitting from the inclusion of multiple regressors? For example, does the inclusion of noise as additional regressors to a ...
1answer
405 views

### Does the F-test for multivariable regression work with non-normal residuals but large sample size?

Suppose I am building a multiple regression model, perhaps with 5 explanatory variables. Suppose the residuals are not normally distributed (based on a Q-Q plot and a D'Agostino test, due to kurtosis)....
1answer
163 views

### How can I prove that the f-statistic does not follow an F distribution in the context of step-wise regression?

There is a good number of threads about the deficiencies of step-wise regression, and particularly on the shortcomings of the partial F test as a tool for step selection. However I find it difficult ...