[R] SPSS F-test on change in R square between hierarchical models

Yvonnick Noel yvonnick.noel at uhb.fr
Thu Nov 24 16:14:12 CET 2011

> 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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