Transcription of Multiple Hypothesis Testing: The F-test
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Multiple Hypothesis Testing: The F-test
Multiple Hypothesis Testing: The F-test MattBlackwellDecember3,20081 A bit of reviewWhen moving into the matrix version of linear regression, it is easy to lose sight of the big picture and getlost in the details of dot products and such. It is vital to take a step back and figure out where we are andwhat we are doing in order to keep ourselves grounded and understanding the start with apopulation, consisting of units (countries, registered voters, counties, &c). We obtaina sample from this population, which is ourdata. We want to learn something about the population fromthis sample. We call these parameters, or quantities of interest. In the beginning of class we were trying tofind, say, the percent of registered voters who voted in Fulton County (our parameter of the population).
collect all of the null hypotheses that we cannot reject at some level; that is, these are the values of the true parameters we think could have plausibly generated our observed data. ... 2.1 Usage of the F-test We use the F-test to evaluate hypotheses that involved multiple parameters. Let’s use a simple setup:
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