f statistic

  1. D

    F-Statistic

    I'm trying to understand the intuition behind the F-Statistic. In ISLR: F=(TSS-RSS)/p /RSS/(n-p-1) The numerator is described as the "between variation". To me it looks like the average explained variance per predictor. Why does that speak to Between Variation? The denominator looks...
  2. M

    How to determine if two R2 values (rsquared) are significantly different

    Hi TalkStats :):):) I have fit two different functions (f1,f2) to some data. These functions have different forms (see below), in that they have different numbers of parameters. But the data is the same - the number of predictor/dependent variables is the same. f1 = \frac{1}{1 +...
  3. R

    Permutation F test - what is the correct F statistic to use?

    Hi all, I'm currently using an ANOVA to analyse some data sets, recently it occurred to me that the data may not be normally distributed - at all. So I decided to 'upgrade' to using a permutation F test which is apparently much more robust in the face of not-normally distributed data. The...
  4. S

    compare F statistics vs P-values

    Hi I have a question about comparing F statistics among effects. I have the following anova table Parameter Estimate Standard Error t Value Pr > |t| Factor1 12088.62915 2249.053598 5.37 <.0001 Factor2 -28.62915...
  5. S

    Question about Durbin-Watson and f stat on Anova table for linear regression output

    Hi! I am ran a linear regression test to see if one test score would predict next year's test score. I have Durbin-Watson score of 1.738. I am in the last stages of my dissertation. I had to wait a year and half for my data. So I am a little bit rusty on my stats. I wasn't sure if I had to use...