F-test

E212218

The F-test is a statistical hypothesis test used to compare variances and assess the overall significance of models, especially in analysis of variance (ANOVA) and regression.

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Label Occurrences
F-test canonical 1

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Statements (49)

Predicate Object
instanceOf statistical hypothesis test ⓘ
statistical procedure ⓘ
appliesTo normally distributed data assumptions ⓘ
assumes homoscedasticity ⓘ
independent observations ⓘ
linear model correctness in regression ⓘ
normality of errors ⓘ
basedOn F-distribution ⓘ
canBe one-sided ⓘ
two-sided ⓘ
hasAlternativeHypothesis at least one variance differs ⓘ
full model improves fit over reduced model ⓘ
hasDecisionRule reject null hypothesis for large F values ⓘ
hasLimitation sensitivity to heteroscedasticity ⓘ
sensitivity to non-normality ⓘ
sensitivity to outliers ⓘ
hasNullHypothesis reduced model fits as well as full model ⓘ
variances are equal ⓘ
hasParameter denominator degrees of freedom ⓘ
numerator degrees of freedom ⓘ
hasTestStatistic ratio of mean square values ⓘ
ratio of two scaled sample variances ⓘ
hasVariant F-test for equality of two variances ⓘ
overall F-test in regression ⓘ
partial F-test ⓘ
output p-value based on F-distribution ⓘ
relatedTo Student's t-test ⓘ
chi-squared test ⓘ
likelihood ratio test ⓘ
requires error sum of squares ⓘ
estimate of error variance ⓘ
model sum of squares ⓘ
usedBy data analysts ⓘ
scientific researchers ⓘ
statisticians ⓘ
usedFor analysis of variance ⓘ
assessing overall significance of models ⓘ
comparing nested models ⓘ
comparing variances ⓘ
regression model significance testing ⓘ
testing equality of variances ⓘ
testing multiple linear restrictions ⓘ
usedIn econometrics ⓘ
experimental design ⓘ
general linear models ⓘ
multiple linear regression ⓘ
one-way ANOVA ⓘ
two-way ANOVA ⓘ
variance component analysis ⓘ

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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Ronald A. Fisher → knownFor → F-test ⓘ