F Test Formula for Correlation:
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The F test for correlation evaluates whether the observed correlation coefficient (r) is statistically significant. It tests the null hypothesis that there is no linear relationship between the two variables (ρ = 0).
The calculator uses the F test formula:
Where:
Explanation: The F statistic compares the explained variance (due to the correlation) to the unexplained variance. A higher F value indicates stronger evidence against the null hypothesis.
P Value: The probability of observing an F statistic as extreme as the calculated value if the null hypothesis were true. Typically:
Tips: Enter the correlation coefficient (-1 to 1) and sample size (minimum 3). The calculator will compute the F statistic and p value.
Q1: What's the difference between r and p value?
A: r measures the strength/direction of correlation, while p value assesses statistical significance.
Q2: What sample size is needed?
A: Minimum n=3, but larger samples (n>30) provide more reliable results.
Q3: Can I use this for non-linear relationships?
A: No, the F test assumes a linear relationship between variables.
Q4: What if my p value is exactly 0.05?
A: This is at the conventional threshold for significance. Consider the context and possibly collect more data.
Q5: Are there alternatives to the F test?
A: Yes, t-tests can also test correlation significance, giving identical p values to the F test.