The cosmic ray large scale sidereal anisotropy with an amplitude of the order of $10^{-3}$ has been firmly detected by a number of experiments from sub-TeV to PeV energies. The large scale anisotropy pattern is quite energy dependent. The amplitude increases with energy, reaches the maximum around 10 TeV, while the angular phase is approximately stable at energies below 100 TeV. Different models have been proposed to explain the origin of the anisotropy, concerning different aspects of cosmic ray physics, from the sources of cosmic rays to the propagation to the Earth. Some models consider the anisotropy due to the spatial distribution of cosmic ray sources, as the presence of a nearby strong source, while other interpretations concern the structure of the Galactic and interplanetary magnetic fields. No matter which model, the magnetic field must play an important role, and this would produce differences in the anisotropy among the cosmic ray elements. Therefore, a measurement of the anisotropy dependence on the nature of the primaries could provide important clues to test these models. In this work, we use the ARGO-YBJ data collected from 2008 to 2009 to carry out this study. Data have been selected to obtain two samples of air showers generated by cosmic rays with different elemental composition. Then the models are tested by comparing the anisotropy of the two data samples. The amplications on the anisotropy origin are also discussed.