1. A regression analysis method for obtaining an objective variable from multivariate data by performing multiple linear regression analysis to obtain regression coefficient, comprising the steps of: obtaining a variance-covariance matrix having a combination of the multivariate data and the objective variable; calculating a plurality of eigenvalues and corresponding eigenvectors by eigenvalue decomposition of the variance-covariance matrix; calculating accumulated contributions from the plurality of eigenvalues in descending order of absolute value of the plurality of eigenvalues; and calculating regression coefficients from the eigenvalues and eigenvectors corresponding to any of the accumulated contributions that exceed a predetermined value.