I want to identify critical success factors (CSF) of a Project (performance). I have data set of 125 responses. Through Factor Analysis, I have identified 9 CSFs. Now I want to statistically check if these 9 CSFs are significantly related to Project performance. Project Performance has multiple dimensions but I have summed it into a single variable. Means; 9 independent variables (IVs) and one dependent variable (DV).

I want to know that which Regression Test will be more appropriate for this objective. One option is that I run simple regression one-by-one by taking one CSF as independent variable and performance as dependent variable. The second option is that I put all CSFs in independent variables window and performance in dependent variable window. But I am not sure which option is more appropriate given that my data set is relatively small i.e. 125 responses. 

Please suggest......

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