Hello everyone, for my dissertation I have two predictor variables and one criterion variable. In one of the predictor variable- I further have 5 domains and it doesn't have a global score so in that case can i used multiple regression or i have to perform step wise linear regression seperately for 6 predictors(5 domains and another predictor) ?- keeping in mind the assumption of multicollinearity.
There are two different issues here. The first is with regard to step-wise regression, which is a very old-fashioned technique which is no longer widely accepted. Instead, you should indeed use multiple regression.
The other issue is with regard to multicolinearity. Since you predictors will almost certainly be inter-correlated, you will thus have some degree of multicolinearity. But this goes back your wanting to keep the 5 domains separate, since it is their degree of inter-correlation that creates the multicolinearity.
Have you considered using Structural Equation Analysis, or exploratory factor analysis to clarify whether your 5 domains truly are statistically distinct, as opposed to indicators of a single larger domain.