Inspired by recent theories that apply ideas from critical phenomena to the glass transition, we have simulated an atomistic model of a supercooled liquid in three and four spatial dimensions. At the appropriate temperatures and density, dynamic density correlation functions in three and four spatial dimensions correspond nearly exactly. Dynamic heterogeneity, quantified through the breakdown of the Stokes-Einstein relationship, is weaker in four dimensions than in three. We discuss this in the context of recent theories for dynamical heterogeneity. Because dimensionality is a crucially important variable, our work adds a stringent test for emerging theories of glassy dynamics.