When you conduct an F test, you will get an F statistic as a result. To determine if the results of the F test are statistically significant, you can compare the F statistic to an F critical value. If the F statistic is greater than the F critical value, then the results of the test are statistically significant.
The F critical value can be found by using an F distribution table or by using statistical software.
To find the F critical value, you need:
- A significance level (common choices are 0.01, 0.05, and 0.10)
- Numerator degrees of freedom
- Denominator degrees of freedom
Using these three values, you can determine the F critical value to be compared with the F statistic.
How to Find the F Critical Value in Excel
To find the F critical value in Excel, you can use the F.INV.RT() function, which uses the following syntax:
F.INV.RT(probability, deg_freedom1, deg_freedom2)
- probability: The significance level to use
- deg_freedom1: The numerator degrees of freedom
- deg_freedom2: The denominator degrees of freedom
This function returns the critical value from the F distribution based on the significance level, numerator degrees of freedom, and denominator degrees of freedom provided.
For example, suppose we would like to find the F critical value for a significance level of 0.05, numerator degrees of freedom = 4, and denominator degrees of freedom = 6.
In Excel, we can type the following formula: F.INV.RT(0.05, 4, 6)
This returns the value 4.5337. This is the critical value for a significance level of 0.05, numerator degrees of freedom = 4, and denominator degrees of freedom = 6.
Note that this also matches the number we would find in the F distribution table with α = 0.05, DF1 (numerator degrees of freedom) = 4, and DF2 (denominator degrees of freedom) = 6.
Cautions on Finding the F Critical Value in Excel
Note that the F.INV.RT() function in Excel will throw an error if any of the following occur:
- If any argument is non-numeric.
- If the value for probability is less than zero or greater than 1.
- If the value for deg_freedom 1 or deg_freedom2 is less than 1.