217 f-test questions.

Are these Granger-causality F-tests equivalent?

I am comparing results of a Granger causality implementation I wrote in Python to the established package statsmodels, and noticed that the equation implemented has a scaling factor equal to the ...

5 Comparing two F-test statistics

1 answers, 2.105 views anova f-test
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 ...

1 Is the F-test (especially in stepwise regression context) problematic for huge datasets?

0 answers, 12 views regression f-test

2 R - Testing for Granger causality when OLS assumption are violated

0 answers, 30 views r var f-test granger-causality neweywest
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 ...

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 ...

1 Which test do you suggest to use to catch the differences in paired sample

I must evaluate the goodness of an instrument according to the measures of the final products. I have two instruments: one good and the other one whose goodness I have to evaluate. The measures are ...

1 Stable seasonality F-test does not meet assumptions for one way ANOVA

0 answers, 15 views anova assumptions seasonality f-test
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 ...

3 Can I use F test to compare linear and exponential model?

0 answers, 13 views regression hypothesis-testing f-test rms
I have a data set consisting of crop biomass measurements ("response" variable) and corresponding spectral vegetation indices measurements (predictor variables). The measurements have been made on two ...

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

2 answers, 2.561 views normality-assumption f-test
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 ...

4 Is an F-test for equality of variance appropriate for a very large dataset?

I have a dataset with about 500,000 subjects and I am trying to establish whether the variance is equal. I first performed an F-test but then I realised the data is slightly skewed with kurtosis. So ...

How to choose between F and Chisq tests to compare models?

I have been asked to report p-values for one of my model in R. In which cases should I use the F-test and in which cases should I use the chisq/LRT test? ...

Deriving the F-test from ${{SSE_R-SSE_F}\over{(n-q)-(n-p)}}/{{SSE_F}\over{n-p}}$

0 answers, 19 views f-test sums-of-squares
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 ...

2 Why does it says data should be normally distributed for analysis, when different test follow its own distribution (i.e. t, Z, F)?

Why does it say data should be normally distributed for statistical analysis when different test follow its own distribution (i.e. t, Z, F)? What does normality have to do with this?

Image Classification Treshold using F2 Score

0 answers, 18 views conv-neural-network f-test
I have studied famous submissions of the Kaggle: Understanding the Amazon from Space. I read the winner's interview. He writes: This is a multi-label classification challenge, and the labels are ...

1 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 ...

F-test on average within-group variation

0 answers, 6 views repeated-measures f-test
In response to an article by Bland and Altman, the response author suggests running an F-test on the average within-group variation of repeated measures for each patient when device A was used and ...

F-test: Testing unrestricted model vs. restricted model in Gretl and SPSS

0 answers, 2.226 views multiple-regression f-test gretl
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 ...

1 Why does MANOVA report values of F-statistic in addition to Pillai/Wilks/Hotelling/Roy?

I'm conducting some multivariate analyses and I'm wondering why MANOVAs have two test statistics. For example, pasted below is an image of output usually produced by (I think) SPSS software. From what ...

-1 Is the F test for R² in (multiple) Regression one- or two-tailed?

1 answers, 2.882 views regression r-squared f-test

1 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 ...

In the MANCOVA, how is a post hoc analysis conducted

0 answers, 142 views f-test type-i-and-ii-errors mancova
Please help with the following questions. a. In the MANCOVA, how is a post hoc analysis conducted b. In the MANOVA, the dependent variables must be... c. Using the MANOVA, if the sufficient number of ...

Can you perform an inverse F-test on two datasets with the same degrees of freedom?

1 answers, 36 views distributions chi-squared sample f-test
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 ...

1 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 ...

2 How to get F-test p-value

3 answers, 50.728 views hypothesis-testing variance p-value f-test
Suppose we can choose from two different catalysers. 10 observations are taken from the first one and 12 from the other one. If $s_1 = 14$ and $s_2 = 28$, can we reject at $\alpha = 5\%$ the ...

4 Is F test used for feature selection only for features with numerical and continuous domain?

1 answers, 4.069 views anova feature-selection scikit-learn f-test
The F-statistic/test can be used for feature selection, e.g. from http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.f_classif.html#sklearn.feature_selection.f_classif ANOVA ...

2 F test to test equality of variance

2 answers, 1.473 views time-series variance f-test
I have a single time series which will be divided on the date of the change before and after. I want to compare the variances between the two time sections and I am told to do an F test of residual ...

1 Symmetric measure of variable contribution to a regression

0 answers, 82 views regression f-test deviance importance
Take a linear regression setup with two "blocks" of predictors. The typical measures for the contribution of each block over the other are asymmetric (say, likelihood change, RSS change etc.). Is ...

1 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 ...