Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [f-test]

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

An F-test is any statistical test in which the test statistic has an F-distribution under the null hypothesis. It is most often used when comparing statistical models that have been fitted to a data set, in order to identify the model that best fits the population from which the data were sampled.

Wikipedia

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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 equality of variance, Levene test, etc. However, my…
Alex Williams
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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 colleagues use an F regression for feature selection in their machine learning pipeline from…
makansij
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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 good answers. It says that the test is very…
Magnus Johannesen
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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?
Cynderella
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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, in order to determine if one of the means has a…
Austin
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Sample size formula for an F-test?

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. $\Delta = (\mu_1 - \mu_2) / \sigma$). This can be generalized…
shabbychef
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Prove F test is equal to T test squared

I need to show that F test is equal to T test squared, when the T test is for 2 independent groups and assuming variances are equal. I know that $F=\frac{MSB}{MSW}=\frac{SSB/k-1}{SSW/N-K}$ and I know that $T=\frac{X-Y}{S_p…
Manko
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Likelihood Ratio for two-sample Exponential distribution

Let $X$ and $Y$ be two independent random variables with respective pdfs: $$f \left(x;\theta_i \right) =\begin{cases} \frac{1}{\theta_i} e^{-x/ {\theta_i}} \quad 0
JohnK
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Comparing two F-test statistics

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 the first group varies between each other more…
Abbas
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Mean comparisons following multiple imputation

I need to do some simple mean comparisons between groups (basic ANOVA F-tests) on data with missing values. I use the mice package in R for multiple imputation, but I can only pool results for the linear model coefficients, or the $R^2$. Does anyone…
Brian
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"One-tailed" Levene Test

F-tests can be two-tailed (to test that $s_1^2 \ne s_2^2$) or one-tailed (to test that $s_1^2 > s_2^2$). How can I modify Levene/Brown-Forsythe to be "one-tailed", that is, to test $s_1^2 > s_2^2$ instead of $s_1^2 \ne s_2^2$? Here is a demo: The…
jmilloy
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How can the F-test reject the null hypothesis while the KS test does not?

Suppose I have two datasets, $\mathbf{a}$ and $\mathbf{b}$. I want to test whether the two datasets are different in a statistically significant way. To compute the F-test, I take the ratio of the variances of each dataset and compare this to F…
Darcy
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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 yet have the data but I know for sample1, n=167…
Erika_Hammerl246
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How to interpret the confidence interval of a variance F-test using R?

I'm trying to understand the confidence interval returned by the function var.test() in R. More specifically, the confidence interval returned by var.test() is not the one I find when doing the calculation of the F-test by myself. For example : > s1…
ehmicky
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Big difference between a t-test and a F-test in a mixed model (anova vs summary in lmerTest)

While helping someone else with their analyses, I've run into a question regarding the difference between t-tests and F-tests for linear mixed models in lme4 for R, as provided by lmerTest. I'm aware of the problems with calculating any kind of…
Ishisht
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