Comparing regressions

I have collected some data and want to tell if there is a difference between the linear regressions I have calculated for each group, e.g. y=mx+c for group A and y = m1x + c1 for group B.

What is a way to find the p-value (are the groups different) and effect size (how large is the difference)?

What if I have more groups than 2? Obviously I would have to produce a matrix of comparisions, and perform some type of correction for performing so many tests.

If there are any papers or books you recommend I would love to know.


Though an ANOVA will occasionally suffice to provide evidence of a difference (there you just toss out the continous observation and do your anova with the class as your factor)