I just came across a finding which I find somewhat strange: I conducted a quite simple multiple regression analysis in a dataset that consists out of three groups (n=90, n=120, n=650, respectively). When I just run the analysis over the whole dataset with SPSS, I get a significant result for a certain coefficent. But if I run the analysis for each group separately ("compare groups"), none of them is significant (the n=90 and the n=650 group are even very far away from being significant). How can this actually be? I do control for the sample.

Thank you!