Oracle PL/SQL Tutorial/Linear Regression Functions/STATS F TEST

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For degrees of freedom: STATS_F_TEST(expr1, expr2, "DF_NUM")

SQL>
SQL>
SQL> -- create demo table
SQL> create table myTable(
  2    id           NUMBER(2),
  3    value        NUMBER(6,2)
  4  )
  5  /
Table created.
SQL>
SQL> -- prepare data
SQL> insert into myTable(ID,  value)values (1,9);
1 row created.
SQL> insert into myTable(ID,  value)values (2,2.11);
1 row created.
SQL> insert into myTable(ID,  value)values (3,3.44);
1 row created.
SQL> insert into myTable(ID,  value)values (4,-4.21);
1 row created.
SQL> insert into myTable(ID,  value)values (5,10);
1 row created.
SQL> insert into myTable(ID,  value)values (6,3);
1 row created.
SQL> insert into myTable(ID,  value)values (7,-5.88);
1 row created.
SQL> insert into myTable(ID,  value)values (8,123.45);
1 row created.
SQL> insert into myTable(ID,  value)values (9,98.23);
1 row created.
SQL> insert into myTable(ID,  value)values (10,938.23);
1 row created.
SQL> insert into myTable(ID,  value)values (11,984.23);
1 row created.
SQL> insert into myTable(ID,  value)values (12,198.23);
1 row created.
SQL> insert into myTable(ID,  value)values (13,928.87);
1 row created.
SQL> insert into myTable(ID,  value)values (14,25.37);
1 row created.
SQL> insert into myTable(ID,  value)values (15,918.3);
1 row created.
SQL> insert into myTable(ID,  value)values (16,9.23);
1 row created.
SQL> insert into myTable(ID,  value)values (17,8.23);
1 row created.
SQL>
SQL> select * from myTable
  2  /
        ID      VALUE
---------- ----------
         1          9
         2       2.11
         3       3.44
         4      -4.21
         5         10
         6          3
         7      -5.88
         8     123.45
         9      98.23
        10     938.23
        11     984.23
        ID      VALUE
---------- ----------
        12     198.23
        13     928.87
        14      25.37
        15      918.3
        16       9.23
        17       8.23
17 rows selected.
SQL>
SQL>
SQL> SELECT STATS_F_TEST(1.2, value, "DF_NUM") FROM myTable;
STATS_F_TEST(1.2,VALUE,"DF_NUM")
--------------------------------

SQL>
SQL>
SQL> -- clean the table
SQL> drop table myTable
  2  /
Table dropped.


For significance level of one-sided test: STATS_F_TEST(expr1, expr2, "ONE_SIDED_SIG")

SQL>
SQL>
SQL> -- create demo table
SQL> create table myTable(
  2    id           NUMBER(2),
  3    value        NUMBER(6,2)
  4  )
  5  /
Table created.
SQL>
SQL> -- prepare data
SQL> insert into myTable(ID,  value)values (1,9);
1 row created.
SQL> insert into myTable(ID,  value)values (2,2.11);
1 row created.
SQL> insert into myTable(ID,  value)values (3,3.44);
1 row created.
SQL> insert into myTable(ID,  value)values (4,-4.21);
1 row created.
SQL> insert into myTable(ID,  value)values (5,10);
1 row created.
SQL> insert into myTable(ID,  value)values (6,3);
1 row created.
SQL> insert into myTable(ID,  value)values (7,-5.88);
1 row created.
SQL> insert into myTable(ID,  value)values (8,123.45);
1 row created.
SQL> insert into myTable(ID,  value)values (9,98.23);
1 row created.
SQL> insert into myTable(ID,  value)values (10,938.23);
1 row created.
SQL> insert into myTable(ID,  value)values (11,984.23);
1 row created.
SQL> insert into myTable(ID,  value)values (12,198.23);
1 row created.
SQL> insert into myTable(ID,  value)values (13,928.87);
1 row created.
SQL> insert into myTable(ID,  value)values (14,25.37);
1 row created.
SQL> insert into myTable(ID,  value)values (15,918.3);
1 row created.
SQL> insert into myTable(ID,  value)values (16,9.23);
1 row created.
SQL> insert into myTable(ID,  value)values (17,8.23);
1 row created.
SQL>
SQL> select * from myTable
  2  /
        ID      VALUE
---------- ----------
         1          9
         2       2.11
         3       3.44
         4      -4.21
         5         10
         6          3
         7      -5.88
         8     123.45
         9      98.23
        10     938.23
        11     984.23
        ID      VALUE
---------- ----------
        12     198.23
        13     928.87
        14      25.37
        15      918.3
        16       9.23
        17       8.23
17 rows selected.
SQL>
SQL>
SQL> SELECT STATS_F_TEST(1.2, value, "ONE_SIDED_SIG") FROM myTable;
STATS_F_TEST(1.2,VALUE,"ONE_SIDED_SIG")
---------------------------------------

SQL>
SQL>
SQL> -- clean the table
SQL> drop table myTable
  2  /
Table dropped.


For significance level of two-sided test: STATS_F_TEST(expr1, expr2, "TWO_SIDED_SIG")

SQL>
SQL> -- create demo table
SQL> create table myTable(
  2    id           NUMBER(2),
  3    value        NUMBER(6,2)
  4  )
  5  /
Table created.
SQL>
SQL> -- prepare data
SQL> insert into myTable(ID,  value)values (1,9);
1 row created.
SQL> insert into myTable(ID,  value)values (2,2.11);
1 row created.
SQL> insert into myTable(ID,  value)values (3,3.44);
1 row created.
SQL> insert into myTable(ID,  value)values (4,-4.21);
1 row created.
SQL> insert into myTable(ID,  value)values (5,10);
1 row created.
SQL> insert into myTable(ID,  value)values (6,3);
1 row created.
SQL> insert into myTable(ID,  value)values (7,-5.88);
1 row created.
SQL> insert into myTable(ID,  value)values (8,123.45);
1 row created.
SQL> insert into myTable(ID,  value)values (9,98.23);
1 row created.
SQL> insert into myTable(ID,  value)values (10,938.23);
1 row created.
SQL> insert into myTable(ID,  value)values (11,984.23);
1 row created.
SQL> insert into myTable(ID,  value)values (12,198.23);
1 row created.
SQL> insert into myTable(ID,  value)values (13,928.87);
1 row created.
SQL> insert into myTable(ID,  value)values (14,25.37);
1 row created.
SQL> insert into myTable(ID,  value)values (15,918.3);
1 row created.
SQL> insert into myTable(ID,  value)values (16,9.23);
1 row created.
SQL> insert into myTable(ID,  value)values (17,8.23);
1 row created.
SQL>
SQL> select * from myTable
  2  /
        ID      VALUE
---------- ----------
         1          9
         2       2.11
         3       3.44
         4      -4.21
         5         10
         6          3
         7      -5.88
         8     123.45
         9      98.23
        10     938.23
        11     984.23
        ID      VALUE
---------- ----------
        12     198.23
        13     928.87
        14      25.37
        15      918.3
        16       9.23
        17       8.23
17 rows selected.
SQL>
SQL>
SQL> SELECT STATS_F_TEST(1.2, value, "TWO_SIDED_SIG") FROM myTable;
STATS_F_TEST(1.2,VALUE,"TWO_SIDED_SIG")
---------------------------------------

SQL>
SQL>
SQL> -- clean the table
SQL> drop table myTable
  2  /
Table dropped.


For the test statistic value: STATS_F_TEST(expr1, expr2, "STATISTIC")

This function tests the equality of two population variances.

The resulting f value is the ratio of one sample variance to the other sample variance.

Values very different from 1 usually indicate significant differences between the two variances.



SQL> -- create demo table
SQL> create table myTable(
  2    id           NUMBER(2),
  3    value        NUMBER(6,2)
  4  )
  5  /
Table created.
SQL>
SQL> -- prepare data
SQL> insert into myTable(ID,  value)values (1,9);
1 row created.
SQL> insert into myTable(ID,  value)values (2,2.11);
1 row created.
SQL> insert into myTable(ID,  value)values (3,3.44);
1 row created.
SQL> insert into myTable(ID,  value)values (4,-4.21);
1 row created.
SQL> insert into myTable(ID,  value)values (5,10);
1 row created.
SQL> insert into myTable(ID,  value)values (6,3);
1 row created.
SQL> insert into myTable(ID,  value)values (7,-5.88);
1 row created.
SQL> insert into myTable(ID,  value)values (8,123.45);
1 row created.
SQL> insert into myTable(ID,  value)values (9,98.23);
1 row created.
SQL> insert into myTable(ID,  value)values (10,938.23);
1 row created.
SQL> insert into myTable(ID,  value)values (11,984.23);
1 row created.
SQL> insert into myTable(ID,  value)values (12,198.23);
1 row created.
SQL> insert into myTable(ID,  value)values (13,928.87);
1 row created.
SQL> insert into myTable(ID,  value)values (14,25.37);
1 row created.
SQL> insert into myTable(ID,  value)values (15,918.3);
1 row created.
SQL> insert into myTable(ID,  value)values (16,9.23);
1 row created.
SQL> insert into myTable(ID,  value)values (17,8.23);
1 row created.
SQL>
SQL> select * from myTable
  2  /
        ID      VALUE
---------- ----------
         1          9
         2       2.11
         3       3.44
         4      -4.21
         5         10
         6          3
         7      -5.88
         8     123.45
         9      98.23
        10     938.23
        11     984.23
        ID      VALUE
---------- ----------
        12     198.23
        13     928.87
        14      25.37
        15      918.3
        16       9.23
        17       8.23
17 rows selected.
SQL>
SQL>
SQL> SELECT STATS_F_TEST(1.2, value, "STATISTIC") FROM myTable;
STATS_F_TEST(1.2,VALUE,"STATISTIC")
-----------------------------------

SQL>
SQL>
SQL> -- clean the table
SQL> drop table myTable
  2  /
Table dropped.


STATS_F_TEST(expr1, expr2, "DF_DEN")

SQL>
SQL>
SQL> -- create demo table
SQL> create table myTable(
  2    id           NUMBER(2),
  3    value        NUMBER(6,2)
  4  )
  5  /
Table created.
SQL>
SQL> -- prepare data
SQL> insert into myTable(ID,  value)values (1,9);
1 row created.
SQL> insert into myTable(ID,  value)values (2,2.11);
1 row created.
SQL> insert into myTable(ID,  value)values (3,3.44);
1 row created.
SQL> insert into myTable(ID,  value)values (4,-4.21);
1 row created.
SQL> insert into myTable(ID,  value)values (5,10);
1 row created.
SQL> insert into myTable(ID,  value)values (6,3);
1 row created.
SQL> insert into myTable(ID,  value)values (7,-5.88);
1 row created.
SQL> insert into myTable(ID,  value)values (8,123.45);
1 row created.
SQL> insert into myTable(ID,  value)values (9,98.23);
1 row created.
SQL> insert into myTable(ID,  value)values (10,938.23);
1 row created.
SQL> insert into myTable(ID,  value)values (11,984.23);
1 row created.
SQL> insert into myTable(ID,  value)values (12,198.23);
1 row created.
SQL> insert into myTable(ID,  value)values (13,928.87);
1 row created.
SQL> insert into myTable(ID,  value)values (14,25.37);
1 row created.
SQL> insert into myTable(ID,  value)values (15,918.3);
1 row created.
SQL> insert into myTable(ID,  value)values (16,9.23);
1 row created.
SQL> insert into myTable(ID,  value)values (17,8.23);
1 row created.
SQL>
SQL> select * from myTable
  2  /
        ID      VALUE
---------- ----------
         1          9
         2       2.11
         3       3.44
         4      -4.21
         5         10
         6          3
         7      -5.88
         8     123.45
         9      98.23
        10     938.23
        11     984.23
        ID      VALUE
---------- ----------
        12     198.23
        13     928.87
        14      25.37
        15      918.3
        16       9.23
        17       8.23
17 rows selected.
SQL>
SQL>
SQL> SELECT STATS_F_TEST(1.2, value, "DF_DEN") FROM myTable;
STATS_F_TEST(1.2,VALUE,"DF_DEN")
--------------------------------

SQL>
SQL>
SQL> -- clean the table
SQL> drop table myTable
  2  /
Table dropped.
Источник — «http://sqle.ru/index.php?title=Oracle_PL/SQL_Tutorial/Linear_Regression_Functions/STATS_F_TEST&oldid=3505»