i'm medical student hoping to improve in statistical methods.
now i'm working on linear regression


The problem:
------------

i was going to investigate the relation between variable Y and
variables X1, X2, X3, X4

i performed univariate analysis, using linear regression method. then
i performed multiple regression. (to compare results, for better
understanding) 

assumed significance: p<0,05


Linear regression results:
---------------------------

        Y-X1    Y-X2    Y-X3    Y-X4
r       ,50     -,35    ,01     -,27
p       ,005    ,061    ,951    ,156


my conclusions:
- there is significant dependence between Y and X1
- there are no significant dependence between Y and X2, Y and X3, Y
and X4, 



Multiple regression results:
------------------------------

dependent var: Y
independent: X1, X2, X3, X4

Adj. R2 = 0,37
p=0,003

intercept: B=97,5 ; p=0,000

        X1      X2      X3      X4      
beta    ,29     -,36    ,83     -,70    
p       ,09     ,051    ,011    ,034


my conclusions:
- there is a significant dependance between Y and X3 and X4
- there is no dependance between Y and X1, X2



My questions:
------------

1. 
the conclusions based on linear regression and multiple regression are
totally different. 

for instance: X3 seems to be completely unrelated to Y in univariate
analysis and is the most important important factor in multivariate
analysis.

obviously, there must be a mistake in my thinking. please correct me.


2. 
should i trust the results from linear regression or multiple
regression?


3. 
which method (univariate regression, multiple regression) should i use
when both can be used?

4.
has the parameter "intercept" any value in interpretation of the
results of multiple regression ?

.
.
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