REGRESSION ANALYSIS APPARATUS AND METHOD

A variance-covariance matrix of a matrix having a combination of multivariate data and objective variables is obtained, and multiple eigenvalues and their corresponding eigenvectors are calculated by eigenvalue decomposition of the variance-covariance matrix. Accumulated contributions are calculated from the multiple eigenvalues in descending order of absolute value of the eigenvalues. Regression coefficients are calculated from eigenvalues and eigenvectors that correspond to accumulated contributions that exceed a predetermined value.