Say you have the following code in R:
model1 <- lm(cbind(DV1, DV2, DV3) ~ IV1 + IV2, data)
This code should perform separate regressions of IV1 + IV2
on DV1
, then of IV1 + IV2
on DV2
and lastly, of IV1 + IV2
on DV3
.
Say that we also have a model which includes interaction between IV1 and IV2:
model2 <- lm(cbind(DV1, DV2, DV3) ~ IV1 * IV2, data)
To test if there is an interaction, I would usually use:
anova(model1, model2)
However, this returns only one p-value, whereas I was expecting three p-values - one for DV1
, one for DV2
and one for DV3
. How can I achieve what I'm trying?