Last Thursday I watched Wolfgang Viechtbauer’s stream on Twitch. Wolfgang spoke about linear regression. (If you’re interested in the results: Wolfgang lists the R-code he wrote during the stream at https://www.wvbauer.com/doku.php/live_streams.)
During the stream we had an example with one categorical and one numeric predictor and we built a model with interaction between these two predictors. So the result is a straight line for each value of the categorival group.
The question was if it makes a difference if you build a simple linear model for each group.
So let’s look at it.