[R] Comparing models in multiple regression and hierarchical linear regression

[hadley wickham]

> On the other hand, at least one _other_ authoritative statistician I
> know claims that he will never bother to test a term that he can't
> interpret - he usually draws the line at three-way interactions.  So,
> opinions are divided among the authorities.

This leaves you very vulnerable to your ability to interpet
interactions.  Looking at a table of numbers is generally a useless
way of trying to understand what's going on - while a graphic can make
it very clear.  I've had situations where 3 and 4 way interactions
were perfectly interpretable (and of interest to the investigator)
when presented with the right graphic.

Hadley