[R] Comparing regression models

[darteta001 at ikasle.ehu.es]

Dear list,

I am interested in comparing two linear regression models to see if 
including one extra variable improves the model significantly. I have 
read that one possibility is doing an F test on the goodness-of-fit 
values for both models, and another option that is comparing the 
residuals of both models using a paired test. I also know about the 
anova() function that compares results for two models but am not sure 
what it actually does compare. Can you give me any suggestions?

Does the same hold if the models were logistic instead of linear? I 
have read that the Akaike´s AIC is also a valid option. 

Thanks in advance for your comments

David