**227 f-test questions.**

I have a simple linear model. $$Y_i = \beta_1X _{1i}+ \beta_2X_{2i}+\beta_3X_{3i}+\epsilon_i$$
I'd like to test if some of my model parameters ($\beta_2$ and $\beta_3$) are jointly different from ...

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 ...

Why is the Wald test presented together with the F-Test in this regression output from E-Views?

We have performed a test to determine the calcium level in the blood. We were taken replicate measurements for the old method A and for the new method B which we tested to find the calcium level in ...

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-...

The primary goal of my analysis is to compare the variability in the response variable, Blood Pressure, between sample1 and sample2. The secondary goal is to test for a difference in means. I do not ...

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 ...

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 ...

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 ...

My results show significant t-tests but an insignificant F-test. Is this possible or are my calculations wrong?

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 ...

Normally when conducting an F-Test one is hoping the F-Test of all variables is significant although the single T-Tests yield insignificant results.
But can the reverse also be true? That is a worse ...

I have 40 "subjects", each of them did 5 types of exams.
The question I wish to test is if there is a difference in variance between the exams.
That is, I would like to run something like a "...

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 ...

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 = (\...

I'm going through the assumptions on an F-test and I want to make sure I've gone through each item so that my results are valid.
Data is normally distributed;
The samples are independent from one ...

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 ...

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}-\...

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 ...

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 ...

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 ...

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 canĀ“t be met for it. For ANOVA the data should ...

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 ...

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 ...

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?
...

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 ...

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?

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 ...

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 ...

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 ...

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 ...

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 ...

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}} = \...

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

Do I need to account for heteroskedasticity when performing the (vector) AR1-2 test?
The Autocorrelation (AR) 1-2 test is defined as follows - often referred to as the BreuschāGodfrey test (Wiki link)...

The "Sig." column in SPSS output for t-test is a two-tailed p-value, i.e. if one want to decide whether to reject a null hypothesis, they need to compare the predetermined significant level with the "...

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 ...

I have two models of the following formlmod1 <- lm(response ~ predictor1 + log(predictor2))
lmod2 <- lm(response ~ predictor1 + predictor2)The question ...

I have two batches of 10 samples each of nominally the same component, each batch made via a different manufacturing technique ("old technique" and "new technique", where the new technique is cheaper ...

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 ...

I was looking into ways to compare two datasets, how different are they in shape, spread, mean, variance etc and I come across the f test. If I understood correctly it uses the null hypothesis to ...

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 ...

I am studying Response Surface Methodology (by Myers, Montgomery, and Anderson-Cook). When introducing the significance testing for regression parameters, an $F$-test is introduced but only partially ...

How are $H_0$ and $H_1$ linked to the F value in the following cases? I understand how each of $H_0$ and $H_1$ gets more likely depending on F-value, yet I was trying to find more of a mathematical ...

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 ...

I've so far seen ANOVA used in two ways:
First, in my introductory statistics text, ANOVA was introduced as a way to compare means of three or more groups, as an improvement over pairwise comparison, ...

my question is, to some extent, related to this question.
Assume I have two datasets of dose response curves with 5 replicates for each data set. I want to do a model comparison using an F-test and ...

I would like to use an F-Test for Equality of Variances on a variable to compare two groups. Normally, this would be done with an sdtest command in Stata or a ...

I have to solve the following problem:
After data cleansing and using ordinary least squares we derive the following formula:
$\hat{Y}_i=3,85+0,78X_i$
where $Y_i$ is the price of a stock of the i-...

- regression
- hypothesis-testing
- anova
- t-test
- r
- variance
- statistical-significance
- multiple-regression
- p-value
- chi-squared
- self-study
- heteroscedasticity
- f-distribution
- model-comparison
- least-squares
- time-series
- linear-model
- regression-coefficients
- levenes-test
- normal-distribution
- generalized-linear-model
- econometrics
- multiple-comparisons
- stata
- r-squared

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