Information AboutF-test |
| CATEGORIES ABOUT F-TEST | |
| statistical tests | |
| analysis of variance | |
Note that if it is equality of variances (or standard deviations) that is being tested, the F-test is extremely non-robust to non-normality. That is, even if the data display only modest departures from the normal distribution, the tests is unreliable and should not be used. In many cases, the F-test statistic can be calculated through a straightforward process. Two Regression Model s are required, one of which constrains one or more of the regression coefficients according to the null hypothesis. The test statistic is then based on a modified ratio of the sum of squares of Residuals of the two models as follows: Given ''n'' observations, where model 1 has ''k'' unrestricted coefficients, and model 0 restricts ''m'' of the coefficients (typically to zero), the F-test statistic can be calculated as : The resulting test statistic value would then be compared to the corresponding entry on a table of F-test critical values, which is included in most statistical texts. |
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