I would like to test the effectiveness of the educational module. And this test will be used by MANCOVA . But before that , should I have to use multiple linear regression to see the relationship between variables?
Given your questions, I suggest doing both at once by using multivariate multiple regression. An excellent text that covers this is given here: Applied Multivariate Statistical Analysis (6th Edition) | Richard A. Johnson, Dean W. Wichern | download (b-ok.cc) . I would further recommend the R software, see this link: Multivariate multiple regression R - Bing If you have further questions, please ask. Best, David Booth PS Disclaimer I knew Dean Wichern prior to his passing and held him in high regard BTW this link may help too: R for Everyone: Advanced Analytics and Graphics | Lander, Jared P. | download (1lib.us)
I assume that you are using MANCOVA to adjust post means for initial differences in groups? You may want to look at Fraas,Newman and Pool (2007) to get some MLR viewpoints.
Sahar Taresh Because if you do the multivariate(>1 DV) regression you get the relationship between the variables AND the Mancova test-see Johnson and Wichern. If you just do MANCOVA you don't get the relationship between variables.