Thanks PaigeMiler. It looks like the "Extra Sum of Squares Principle" compares the two models, not exact what I was asking. In My question, first I have a simple regression model Dep_var = Indept_var1 I can model this with glm and get the slope of Indept_var1, and a p value Then I can do another model with glm Dep_var = Indept_var1 + Indept_var2 I get the slope and p values of Indept_var1. Of course, I also solve that for Indept_var2 too, but that's not quite the concern here. I want to know if there is a statistical test to see if the slope and p values for Indept_var1 are different between the two models. Thanks.
... View more