ballardw, Thanks very much for your response. My colleague and I came up with a brute force solution. Basically, we create a data set with all the possible combinations of the weights where they sum to 1. We then compute the weighted average of the factors, rank, bin into 10 groups with equal size, and run a linear regression. The output is stored in a file and we'll simply look for the combination of weights that give: monotonic progression (in the dependent variable), steepest slope, and highest coefficient of determination. Regards, Bill
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