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F-test |
The program performs F-test for significantly different variances. The test trying to reject the null hypothesis that variances of two distributions are actually consistent. The statistic F is the ratio of one variance to the other. The values of the statistic either >> 1 or <<1 will indicate very significant differences. The null hypothesis (of equal variances) is trying to be rejected by either very large or very small values of F, so the significance is two-tailed.
This program use statistical functions from "R" free software environment for statistical computing and graphics (http://www.r-project.org).
This program requires the R-package to be installed on your computer.
Input file should contain table of numerical data: lines for observations (cases) columns should be separated by tabulation or user-defines symbol (; , etc); for example, if comma (,) separator is used, the file format is the same as the CSV (comma separated values) format. No missing data allowed.
Example of output data:
F-test for varince difference (two-tailed): VarName M Var Feat1 -2.6040 101.8692 Feat5 2.0072 102.6015 F-statistics 1.0072 df1 49 df2 49 prob 0.9801
First line is the header. Second line prints data descriptions, separated by tabulation (VarName - names for selected variables; M - mean values for variables; Var - variances for variables). Next lines are the list data for variables (names, means and variances), separated by tabulation. After the variable list the following parameters are printed out: Pooled Variance (PooledVariance), F-statistics, number of degrees of freedom for variables (df1 and df2) and the probability the value of F-statistics under the null hypothesis of equal variances (prob).
Example of input data file format:
ItemName Feat1 Feat2 Feat3 Feat4 Feat5 ClassVar Item1 -11.761101 -5.295846 -2.491684 4.151158 9.777093 1 Item2 -11.425886 -6.753716 0.136692 5.161748 13.618702 1 Item3 -7.069796 0.545457 0.097140 0.678579 10.302988 1 Item4 -13.480880 -3.867702 0.119297 2.333842 10.992096 1 Item5 -9.707938 -2.597949 -2.329997 2.928526 8.441053 1 Item6 -10.013794 -2.165258 -3.169195 2.625904 10.611103 1 Item7 -9.057161 -4.766594 1.691733 1.655782 7.046236 1 Item8 -8.562761 -1.272652 -3.990204 2.286294 12.768212 1 Item9 -12.724631 -4.710623 -2.114719 2.812189 6.434645 1 Item10 -9.593738 -5.478652 -1.799524 4.306497 9.514756 1 Item11 -7.699759 -1.546648 -0.423322 4.889767 9.228675 1 Item12 -13.158116 -2.891354 0.595935 2.264199 12.004761 1 Item13 -10.509598 -3.414075 -1.962310 1.263863 10.199896 1 Item14 -6.547624 -3.594928 -2.117222 5.168950 10.838221 1 Item15 -12.375988 -3.130436 -2.169164 1.537614 11.112888 1 Item16 -12.953032 -2.805048 0.085116 3.303354 7.405194 1 Item17 -11.370708 -2.848384 -0.848201 3.885525 10.569231 1 Item18 -13.117222 -7.025575 1.406507 7.069338 12.230415 1 Item19 -11.573168 0.288003 -2.826167 4.397137 10.851711 1 Item20 -7.993835 -1.204352 -1.924345 0.829829 10.314768 1 Item21 -9.225135 -2.512925 -1.608051 1.420301 9.766411 1 Item22 -8.402783 -0.890500 3.189703 3.754479 7.481063 1 Item23 -9.888180 -3.345775 1.965667 2.906369 11.488815 1 Item24 -11.686270 -5.389477 2.556932 1.661153 9.717826 1 Item25 -12.599567 -0.266091 -3.936308 0.751762 10.405225 1 Item26 -11.365093 -1.919706 -0.458052 1.861843 9.521104 1 Item27 -11.027619 -2.944884 -2.792962 4.144322 7.958556 1 Item28 -11.795160 -6.769646 0.908383 1.005066 11.240333 1 Item29 -13.629933 0.674184 -3.386853 -0.095859 10.490432 1 Item30 -7.823298 -5.452589 -2.336894 1.919889 9.421125 1 Item31 6.360118 6.794549 4.168188 -4.492538 -12.297555 0 Item32 8.774682 0.492721 1.587909 -5.486587 -12.361278 0 Item33 7.768181 3.989776 3.289377 -0.895444 -13.067171 0 Item34 8.581133 2.922361 3.952544 -4.450362 -6.787133 0 Item35 6.176519 4.526292 -2.771599 -3.477187 -7.316202 0 Item36 11.539781 -0.892880 2.868221 -1.456557 -11.008881 0 Item37 11.743034 3.527726 -0.635792 -2.067965 -7.151524 0 Item38 10.527299 1.460768 0.862300 -1.967742 -8.819727 0 Item39 8.148808 5.157964 -0.916135 -1.551958 -9.467513 0 Item40 9.241432 1.483108 -0.981933 1.046571 -8.504166 0 Item41 9.444197 4.963927 1.127201 -0.523484 -9.102817 0 Item42 11.545396 4.604968 4.818171 -5.046815 -13.494675 0 Item43 11.890988 1.220710 -2.069796 -2.942747 -8.996673 0 Item44 11.810480 2.031465 2.987976 -5.699606 -10.026246 0 Item45 10.806543 5.275155 4.969420 -2.792596 -11.345561 0 Item46 10.261177 3.586077 3.340220 -3.339244 -7.795038 0 Item47 8.407544 2.887997 3.104312 -3.734519 -9.758477 0 Item48 7.317484 5.553850 1.618000 -2.525315 -13.613147 0 Item49 10.654500 2.579577 1.922452 -3.765160 -10.414136 0 Item50 6.940641 3.525834 -0.660756 -4.105869 -10.064455 0