The NHST anova statistic test is an F-test or F-ratio. It's what you observe in the numerator relative to what you would expect just due to chance in the denominator. The f statistic is the statistic that we'll obtain if we dropped out the predictors
Srikantan [1] has developed a test statistic for detecting the presence of an outlier in the response variable in a multiple linear regression model. Approximate critical values of this test statistic are available and are obtained based on the first-order Bonferroni upper bound. The exact ...
A generalization of the mean-square-successive-difference statistic is used to detect lack of fit in the multiple linear regression model. The distribution of the test statistic is approximated with Pearson Curves. A numerical example is used to illustrate the procedure and compare the test with ...
The t-statistic used in the existing literature for testing the significance of linear multiple regression coefficients has only a limited use in testing the marginal significance of explanatory variables though it is used in testing the partial significance also. This article identifies the t-...
We extend the well-known CUSUM test for the constancy of the coefficients of a linear regression model, which is usually based on recursive residuals, to ordinary least squares (OLS) residuals. We show how to modify the test statistic, derive its limitin
The graph and table below can be used as a guide for which statistical test or descriptive statistic to use in your research. In order to use it, you must be able to identify all the variables in the data set and tell what kind of variables they are....
The first theorem states that the test statistic is almost surely close to a related process in the innovations, q t 2 , under multiple assumptions. This result does not require the normality of Assumption 5. Theorem 6. Under Assumptions 1, 2, 3 and 4, C 1 , t 2 − ( q t / σ...
Regression to the mean Frequently asked questions about statistical tests What are the main assumptions of statistical tests? What is a test statistic? What is statistical significance? What is the difference between quantitative and categorical variables? What is the difference between discrete an...
A complementary point is the demonstration by Legendre & Fortin (2010) (their eqs. 1, 2 and 9) that the statistic used in the Mantel test is unrelated to that used to test the R2 statistic in [multiple] linear regression or redundancy analysis (RDA), or the simple correlation coefficient...
The Welch ANOVA statistic is: W∗ = 1+ wj(x¯j − μˆ )2/(k − 1) 2(k − 2)/(k2 − 1) , hj (1) where wj = nj/s2j , μˆ = wjx¯j/W , W = wj, and hj = (1 − wj/W )2/(nj − 1). (2) (3) (4) (5) The Welch test uses F(k ...