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  • How to correspond pca created new variables back to the original variables in regression model

    Hi, I am doing a PCA to address potential multicollinearity between my Basef1-f4 and created new variables pc1 pc2 pc3 pc4 from Basef1-f4. I included the newly created variables pc1 pc2 pc3 and pc4 into my regression model, in the form of regress y pc1 pc2 pc3 pc4 + covariates. I am just wondering how do I interpret the regression coefficient of Basef1-f4 from the regression results? For example, does Basef1 correspond to pc2 (blue highlight), hence the regression coefficient of Basef1 is .1009618, p=0.510? Similarly, does Basef4 correspond to pc1 (yellow highlight), hence the regression coefficient of Basef4 is -.2817056, p=0.007?

    Many thanks
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