Re: Regression of correlated variables


David Jones wrote:
Tim vor der Brück wrote:
Hi,

I would like to do a regression of highly correlated variables.
Could
somebody give me a hint about the best method. Principle Component
Analysis?

Thank your your any help,

Tim

You may need to be a little more specific about what you mean.

Good start. By asking what Tim (the OP means).

particular, if you have a set of correlated variables that you are
trying to predict from another set of correlated variables, then what
you want might be "Cannonical Correlations" rather than PCA.

NO. Neither!

As you learned from the response to conclude:

DJ> This appears to be just an ordinary multiple regression problem,

-- Reef Fish Bob.

.

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