# f-test's questions - English 1answer

227 f-test questions.

### Testing nested models with clustered errors

0 answers, 11 views statistical-significance python f-test
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 ...

### How should one compute the p-values of a two sided F test?

0 answers, 23 views r p-value f-test f-statistic
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 ...

### .In Eviews, wald-test and F-test [on hold]

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

### Determining If a certain value could be rejected at specific confident level for two methods?

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 ...

### 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-...

### 6 Comparison of variance between two samples with unequal sample size

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 ...

### 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 ...

### 1 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 ...

### 5 Comparing two F-test statistics

1 answers, 2.193 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 Why is it possible to get insignificant F statistic (p>0.1) but significant regressor t-tests (p<0.1)? [duplicate]

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

### 1 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 ...

### Can an F-Test be worse than the two single T-Tests? [duplicate]

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 ...

### 1 Testing for equality of variance - with repeated measures?

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 "...

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

2 answers, 2.727 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 ...

### 12 Sample size formula for an F-test?

1 answers, 1.362 views sample-size power non-central f-test

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

0 answers, 50 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, 23 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 canĀ“t be met for it. For ANOVA the data should ...

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

0 answers, 14 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 ...

### 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, 22 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, 20 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, 2.313 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, 2.974 views regression r-squared f-test
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}} = \...

### what we consider the significance if the F calculated value equal to F tabulated?

1 answers, 24 views statistical-significance f-test
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

### 3 BreuschāGodfrey test under heteroskedasticity

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 BreuschāGodfrey test (Wiki link)...

### How to make an F test between two models?

0 answers, 167 views anova f-test
Here is a linear regression ...

### Does the “Sig.” column in the SPSS output for ANOVA

2 answers, 214 views anova spss f-test
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 "...

### 3 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 ...

### Can I use F-test to compare two linear models (not nested) [duplicate]

1 answers, 599 views linear-model f-test inference
I have two models of the following formlmod1 <- lm(response ~ predictor1 + log(predictor2)) lmod2 <- lm(response ~ predictor1 + predictor2)The question ...

### Is t-test the right test to use in this case?

0 answers, 27 views t-test f-test type-i-and-ii-errors
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 ...

### 1 One-sided test of equal variances with small (but equal) sample size and non-normal data

0 answers, 42 views hypothesis-testing f-test levenes-test
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 ...

### Difference between f test and variance calculation

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 ...

### 1 F-test Stepwise regression

0 answers, 75 views regression f-test
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 ...

### How does one calculate the F-value-threshold used to evaluate an F-test?

1 answers, 598 views regression f-test f-distribution
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 ...

### 2 Link between the null hypothesis and test statistics in F-test

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 ...

### 1 Testing within-model equality of parameters — why the F-distribution? (and also a question about degrees of freedom)

0 answers, 26 views hypothesis-testing linear-model f-test
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 ...

### 10 What is the relationship between ANOVA to compare means of several groups and ANOVA to compare nested models?

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, ...

### F-test model comparison with averaged or non-averaged data

0 answers, 33 views dataset average model-comparison f-test
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 ...

### 5 F-Test for Equality of Variances with Weighted Survey Data

2 answers, 651 views r t-test stata f-test survey-weights
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 ...

### F-test - linear regression

0 answers, 41 views regression linear f-test
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-...