Hi John,

Thanks for your response.  The anova funtion will not work in my case,
because I have multiple response variables.  In other words, I would like to
conduct an extra sums-of-squares and cross-products test between the
following models:

FULL.MODEL:   (Y1, Y2, Y3, Y4, Y5) as a function of  X1 + X2 + X3 + X4 +
X1*X2 +X1*X3 + X1*X4
REDUCED.MODEL:   (Y1, Y2, Y3, Y4, Y5) as a function of X1 + X2 + X3 + X4 

So, I suppose that I would need to calculate the residual sum-of-squares and
cross-product matrices for each of these models as a start.  Any ideas how I
would go about this in R?  Thanks again,

Chris   

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