Lesson 13

Large-Sample t and F Tests

Big question

Why do large-sample tests look familiar?

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Big question
Concept
Activity
Quiz

Learning objectives

  • Explain large-sample t and f tests in plain language.
  • Use omitted-variable inconsistency correctly in an interpretation.
  • Connect the lesson idea to a formula, graph, Python result, or real example.

Simple explanation

Large-sample t tests, confidence intervals, and F tests often use the same workflow as finite-sample inference, but their justification is approximate.

Key terms

omitted-variable inconsistency
Large-sample bias caused by leaving out a relevant correlated variable.
skewness
A statistic measuring distribution asymmetry.
chi-square distribution
The large-sample reference distribution for many joint restriction tests.

Core formula

Asymptotic95percentCI:betahatj+/1.96se(betahatj)Asymptotic 95 percent CI: beta_hat_j +/- 1.96*se(beta_hat_j)

Use plain-language interpretation before algebra.

Example

401K gives students a real-data setting for large-sample t and f tests. The lesson reports code and diagnostics only after the student runs the live Python lab.

Interactive visual

LargeSampleTTestExplorer

Original Module 5 visual for Large-Sample t and F Tests.

wage_sample.csv

y variable

wage

The dependent variable. It is the outcome students want to explain.

x variable

education

The explanatory variable. It is used to describe changes in wage.

Live Python

Large-Sample t and F Tests Python example

Large-Sample t and F Tests Python example

Stdout

Run Python to see results here.

Status / stderr

Ready to run Python in your browser.

Line-by-line guide

  1. Line 1Load a Python library needed for data work or regression.
  2. Line 2Load a Python library needed for data work or regression.
  3. Line 4Load the dataset into a pandas DataFrame.
  4. Line 5Keep rows that have the variables required for this model.
  5. Line 6Add an intercept column to the regression design matrix.
  6. Line 7Estimate an ordinary least squares regression.
  7. Line 8Display a result so students can inspect the output.
  8. Line 9Display a result so students can inspect the output.

Python walkthrough

  1. 1Load libraries and data or set a simulation seed.
  2. 2Build the model or simulation that matches the lesson question.
  3. 3Compute the statistic, graph, or summary table.
  4. 4Interpret the result as large-sample evidence, not automatic causality.

Live notebook

Run this lesson as a notebook

Open an editable notebook cell-by-cell, run Python in the browser, and download the `.ipynb` file for later.

Related dataset

401K

Estimated time

35 to 55 min

Packages

pandas, numpy, scipy

Expected output

Printed Python results that can be compared with the lesson explanation.

Learning goals

  • Load and inspect 401K.
  • Run the Python cells connected to Large-Sample t and F Tests.
  • Interpret the output using nonnormality and large-sample tests.

Common errors

  • File not found: check that 401K.csv is installed or use the course data folder.
  • Package import error: use the browser notebook first, then download for local Jupyter if your local packages differ.
  • Column name error: compare your variable names with the dataset variables listed for this notebook.

Dataset path helper

import pandas as pd

df = pd.read_csv("/data/module-5/401K.csv")
df.head()

Interactive activity

LargeSampleTTestExplorer

Pick exact, approximate, or robust logic

Decide which inference logic fits the assumptions and sample size.

401K

Inputs

Try it yourself

Write one plain-English sentence explaining the main idea from this lesson.

Common mistakes

Check these before you move on.

A regression coefficient describes a pattern unless the assumptions or research design support a causal interpretation.

Quick quiz

What justifies familiar large-sample t and F workflows?

Quick quiz

Which reporting habit is most important in Large-Sample t and F Tests?

Quick quiz

Why is GPA2 a reasonable practice dataset here?

Key takeaway

Large-Sample t and F Tests helps students separate large-sample approximation from valid research design.