multicollinearity in regression

Hi,

After reading numerous articles on the web, I have a couple of
questions.

1. How do I enter 5 continuous control variables such as LogSize in
regression?
Note I also have 2 continuous independent variables which are not
control variables but on which hypotheses are based. I also have 3
categorical independents which have 2 categories on which hypotheses
are based.
I could use Analysis of Covariance but 2 of the independent variables
are also continuous.
Do I just enter all the variables as Independents into the regression
using Enter method (which is what I have done)?

2. The multicollinearity diagnostics indicate that the highest VIF is
2.3 which is less that the rule of thumb value of 4 or 2.5 that I have
seen mentioned. However, the Condition Index is 67.899 and seems to be
related to LOGSIZE variable which has a Variance Proportion of .99. The
other variable with a high Variance Proportion (.99) is the Constant.

If I remove the variable LOGSIZE, then the coefficient of the Constant
is reduced from -33 to
-.44. None of the signs of the other coefficients are changed although
one Independent variable is now significant which wasn't previously.

So should I just report the 2 regression models, one with LOGSIZE
included and one with it excluded?

Thanks in advance,
Paul

.

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