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
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