I have to investigate the influence of many categorical factors (A,B,C) on a continuous response variable (Y). The procedure I'm following is:

1) Make three One-way ANOVA, every time with a different predicotor A, B, C)

2) Make all the three possible ANOVA two-way using the combination of two of the three factors (A with B, A with C and B with C)

3) Make e general linear model with all the three predictors (A with B with C)

If I look at the results I can observe differet outcome from the three analysis (point 1 ,2 and 3), for example: the one way ANOVA with A as a predictor says that there is no influence of A on the response Y, while the two way ANOVA says that A and the interaction A*B influence the response Y. This is just one of the several contrast that I found between the three ANOVA I had performed.

So, my question is: which of the three analysis (1,2,3) is more reliable? Which result should be considered?

Can I use the R square adjusted as a benchmark parameter?

Thank you in advance.

N.F.