The principal component regression analysis can be used to overcome disturbance of the multicollinearity. The paper uses an example to describe how to do principal component regression analysis with SPSS 10.0: including all calculating processes of the principal component regression and all operations of linear regression, factor analysis, descriptives, compute variable and bivariate correlations procedures in SPSS 10.0. The paper introduces all indices of multicollinearity diagnoses, the basic principle of principal component regression and determination of 'best' equation method. Principal component regression analysis with SPSS.
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