Difference between ANCOVA and Hierarchical Regression

Is there a difference between ANCOVA (as performed under the 'General Linear Model (GLM)') and Hierarchical Regression (as performed under 'Regression') in SPSS?

I am testing the main effects and interaction of X1 (continuous) and X2 (categorical) on Y (continuous).

I understand GLM incorporates regression and one of the main advantages of using GLM over the regression function is that GLM (factor) creates dummy coding. In regression, this must be done prior to inputting the categorical factor in the analysis box. The same also applies to the interaction product.

I personally find GLM (ANCOVA) output easier to understand.

• What do you mean under "hierarchical regression"? And please provide the two commands in syntax which you are comparing. – ttnphns Jan 17 '12 at 12:33

$Y = X\beta + \epsilon$