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Multiple Hypothesis Testing: The F-test

Multiple Hypothesis Testing: The F-test

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test, say, the hypothesis that some variable has no effect on the dependent variable. All we do is calculate a t-statistic for this null hypothesis and our data and see if that test statistic is unlikely under the null distribution (the Student’s t-distribution). Unfortunately, when we have more complicated hypotheses, this test no longer works.

  Tests, Hypothesis

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