What test statistic is used for a global test of significance?
Answers
F -test is used for a global test of statistic significance
Answer: F-Test used for a global test of significance. An F-test is a statistical test in which a test statistic carries an F-distribution under the hypothesis which is null. It is often used when statistical models are being compared that have been again fitted to a set of data, in order to know or identify the statistical model that fits best in the crowd from which the data has got sampled.
Explanation:
1. Way to calculate F-Test :
# Mention the null hypothesis and also the alternate hypothesis.
# Calculate the F distribution value. The F distribution Value is calculated using this formula F = (SSE1 – SSE2 / m) / SSE2 / n-k, where SSE = the residual summation of squares, m = the number of restrictions and k = the number of independent variables.
# Find the F Statistic from there (the most critical value for this test).
# The F statistic formula is:
F Statistic = the variance of the group means/mean of the within-group variances.
You can find out the F Statistic from the F-Table.
# Support the null hypothesis or reject the null hypothesis.