Hierarchical Regression

Hierarchical regression (HR) is one of several regression methods subsumed under multiple regression. HR is primarily focused on explaining how effects are manifested by examining variance accounted for in the dependent variable. The aim of HR is typically to determine whether an independent variable explains variance in a dependent variable beyond that already explained by some other independent variable(s).

It is typical that the additional amount of explained variance is evaluated for statistical significance based on change in R2 (ΔR2). R2 represents the amount of variance in a dependent variable that is explained by an optimal linear combination of independent variables. Thus, ΔR2 represents the change in variance explained in the dependent variable by including an additional independent variable.

For example, say a researcher is interested in ...