Christopher,
I am wondering if anyone knows how to perform an F-test on the change in R square between hierarchical models in R? SPSS provides this information and a researcher that I am working with is interested in getting this information. Alternatively, if someone knows how I can calculate the test statistic (SPSS calls it F-change?) and dfs that would be helpful as well.
What you describe is just the standard F test for comparing two models, or testing deviance reduction between tow *nested* models (I suspect this is what you mean by "hierarchical"). The anova() function will do that. The R2STATS GUI will also give you these tests, along with the R-squared, in the same table. A common misconception about an F-test is that it is the test on a variable effect, when strictly speaking it is a test on the deviance reduction between two models that include or not that particular variable (and there may be several ways to do that, each leading to possibly different F-values). Yvonnick Noel University of Brittany Department of Psychology Rennes, France