If a multivariate design controls for other predictors when calculating the effect of a predictor, shouldn't it give paler P values (less significant ones, or less vivid odds ratios)? I am seeing quite the opposite.
Is it normal or possible or usual?
Detailed explanation on the case: When I analyze the the correlations between my outcome variable and my five predictors using bivariate correlation coefficients, sporadic few significant P values emerge (all only significant at 0.05 level). However, modeling the same variables within a multivariate logistic regression analysis gives me lots of significant P values, many of which are highly significant (at 0.01 level).
I should add that I have modeled independent variables' interactions as well (only their 2-sided interactions). But even if I do not add the interaction terms to the model, still I am getting better results with the multivariate analysis.
I should add that none of the variance inflation factors (VIFs) are greater than 2, and I am rather confident multicollinearity is not disrupting my model. So it is interesting to see a multivariate analysis is giving better results.
So I wonder is it OK? Or perhaps it is the way it should be (meaning that on the contrary to my belief, a multivariate analysis usually gives better results).