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F - Test

The F test is used to compare variances between two samples. It involves calculating an F value using the ratio of the sample variances, and comparing this to an F distribution to determine if the null hypothesis that the variances are equal can be rejected. Key steps include calculating the F value using the formula, finding the corresponding critical F value from tables, and determining whether to reject or fail to reject the null hypothesis based on the comparison. The F test can also be conducted using SPSS commands for one-way ANOVA with a homogeneity of variance test selected.

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229 views5 pages

F - Test

The F test is used to compare variances between two samples. It involves calculating an F value using the ratio of the sample variances, and comparing this to an F distribution to determine if the null hypothesis that the variances are equal can be rejected. Key steps include calculating the F value using the formula, finding the corresponding critical F value from tables, and determining whether to reject or fail to reject the null hypothesis based on the comparison. The F test can also be conducted using SPSS commands for one-way ANOVA with a homogeneity of variance test selected.

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gayathri
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f test

What is an F Test?
• An “F Test” is a catch-all term for any test
that uses the F-distribution. In most cases,
when people talk about the F-Test, what
they are actually talking about is The F-
Test to Compare Two Variances.
However, the f-statistic is used in a variety
of tests including regression analysis, the
Chow test and the Scheffe Test (a post-
hoc ANOVA test).
F Test two sample for variances
1. State the null hypothesis and the alternate hypothesis.

2. Calculate the F value. The F Value is calculated using the formula F


= (SSE1 – SSE2 / m) / SSE2 / n-k, where SSE = residual sum of
squares, m = number of restrictions and k = number of independent
variables.

3. Find the F Statistic (the critical value for this test). The F statistic
formula is:
F Statistic = variance of the group means / mean of the within group
variances.

4. You can find the F Statistic in the F-Table.

5. Support or Reject the Null Hypothesis.


compare two variables
A Statistical F Test uses an F Statistic to compare
two variances, s1 and s2, by dividing them. The
result is always a positive number (because
variances are always positive). The equation for
comparing two variances with the f-test is:
F = s21 / s22

If the variances are equal, the ratio of the variances


will equal 1. For example, if you had two data sets
with a sample 1 (variance of 10) and a sample 2
(variance of 10), the ratio would be 10/10 = 1.
SPSS commands
Analysis > Compare means > One-way
analysis of variance (ANOVA)
Under “Options” select “Homogeneity of
variance test”

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