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Selecting Surrogate Variables Works Well If One Factor Loading for a Variable

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Selecting surrogate variables works well if one factor loading for a variable is clearly higher than all other factor loadings.


Definitions:

Coefficient of Determination

A statistical measure, typically denoted as R², that represents the proportion of the variance in the dependent variable that is predictable from the independent variables.

Data Points

Individual measurements or observations collected during an experiment or survey.

Coefficient of Determination

A statistical measure that calculates the proportion of variance in the dependent variable predictable from the independent variable(s).

Regression Plane

A three-dimensional plane that best fits a set of points in a multiple regression model, used for prediction.

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