I have found from previous data that men and women differ significantly in the way that they interact with my variables.
I now want to make a regression model trying to ascertain the interactions between my dependent and independent variables and then compare the regressional weights and effect sizes on the basis of gender.
Is it more sensible to make two models and compared them - and if so, is there a test to see if two different models significantly differ from one another - or should I just include gender as a covariate?