Dear members,

I would need expertise and advices about the multicolinearity problem.

I link a dependent variable with five regressors or independent variables. I use multiple linear regression in order to examine the relative contribution of the regressors. Unfortunatly, the regressors are correlated and I know that in such case, the individual coefficients can not be interpreted as the relative contibution of the variables.

My questions are:

Is the regression on principle component a solution? I mean, can I draw any conclusions on the relative importance of two particular regressors by examining either their contribution on the principle component or by examining their coefficients with respect to the linear regression performed on the principle components?

Is there any other solution ?

Thanks for your help

Chris

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Dr Nguyen Christophe
Unit associe Agronomie & Environnement
INRA-ENSAIA
BP 172
F54505 Vandoeuvre les Nancy
FRANCE

Phone : (33) 383 59 57 87
Fax : (33) 383 59 57 99
Email : [log in to unmask]
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