I wish to test whether intercepts in linear regression models differ between two or more groups, when group-specific slopes might themselves differ (i.e., an interaction term may be present). Specifically, I want to compare intercepts between all pairwise combinations of groups.
The question entitled What test can I use to compare slopes from two or more regression models? shows how to test whether the slopes differ between all pairwise combinations of groups. However, I have not been able to find an equivalent way to test whether the intercepts differ between pairwise combinations of groups.
ANOVA (e.g., anova(lm(Sepal.Length ~ Petal.Width*Species, data = iris))
)
will tell you whether the intercepts of each group differ relative to the baseline group (i.e., the first level in the grouping factor). However, is there a convenient way to perform all pairwise comparisons between groups?