Quick reaction, Rick:

For the "statistically challenged" I'd be tempted to try the following; 
maybe there are reasons you know of in the situation that would make it 
... umm ... impolitic.
        Anyway:  It looks as though no one is interested in pursuing 
interactions among the several categorical Xj's, not among the continuous 
predictors, nor between the two sets.  (Now, _I_ would be interested in 
pursuing such things, but that's another story.)
        On that assumption, one could do a one-way ANOVA of Z on the 
category system X1;  take the residuals from that and enter them into a 
onew-ay ANOVA on X2;  etc.  The residuals from the final categorical 
predictor can then be regressed on the several continuous predictors. 
        From one point of view, one might have preferred to do a k-way 
analysis of covariance with (is it only 2?) covariates, and avoid the 
messiness of stagewise procedures;  but I'd bet the implied design is not 
only not balanced but nowhere NEAR being balanced.  It can be argued that 
what I've suggested is kind of approximate, but I think it will show 
whether there's anything interesting there that one might want to pursue 
more intensively.
        Time for class, gotta run.  Just a thought, I haven't reflected 
deeply on it.
                Best regards!
                                        -- Don.
 ------------------------------------------------------------------------
 Donald F. Burrill                                 [EMAIL PROTECTED]
 348 Hyde Hall, Plymouth State College,          [EMAIL PROTECTED]
 MSC #29, Plymouth, NH 03264                                 603-535-2597
 184 Nashua Road, Bedford, NH 03110                          603-471-7128  



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