Finding P-value of an F statistic in R

R provides us pf() function using which we can determine the p-value associated with the F-Statistic. The function has the following syntax:

Syntax: pf(F_statistic, dataframe1, dataframe2, lower.tail = FALSE)

Parameters:

• F_statistic: It represents the value of the f-statistic
• dataframe1: It represents the degrees of freedom 1
• dataframe2: It represents the degrees of freedom 2
• lower.tail = TRUE: Returns the probability associated with the lower tail of the F distribution.
• lower.tail = FALSE: Doesn’t return the probability associated with the lower tail of the F distribution.

Example:

Consider an example of having the following parameters:

• fstat: 7
• df1: 4
• df2: 5
• lower.tail = FALSE

Output:

Hence, the p-value associated with F-statistic comes out to be equal to 0.027. F-test is also used to test the overall significance of a regression model.

F-test is a statistical test and it produces the F-statistic which possesses F distribution under the null hypothesis. This article focuses on how we can compute the P-value of an F-statistic in R Programming Language.