Is the ftest used in combined_ftest_5x2cv the same as the F-test #999
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rasbt
stephano41
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Just wondering if the ftest used in the function combined_ftest_5x2cv is the same as the one used in F-test? Am hoping to test multiple models by running each with a 5x2 cv first, then use a cochrane Q test to compare those results, then do a posthoc analysis of those results using pairwise f test as detailed in F-test |
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Answered by
rasbt
Nov 27, 2022
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Oh yeah, they are certainly closely related. Both use a F-distribution to compute the p-value. However, the score and degrees of freedom are computed differently due to the 5x2 procedure. |
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Oh yeah, they are certainly closely related. Both use a F-distribution to compute the p-value. However, the score and degrees of freedom are computed differently due to the 5x2 procedure.