Skip to main content

Table 2 Simulation results (1000 simulated datasets, each with n patients) showing empirical rejection probabilities of the proposed resampling tests for a classification Random Forest. For all variables the information is given whether or not \(H_0^{(1)}\) and \(H_0^{(2)}\) is true. Thereby, \(H_0^{(1)}\) is considered to be true for variables that are independent to all variables \(X_i\) with non-zero regression coefficient (\(X_3, X_4, X_5\)) and \(H_0^{(2)}\) is considered to be true when the variable’s regression coefficient is zero (\(X_4\), \(X_5\), Z)

From: Exploring the variable importance in random forests under correlations: a general concept applied to donor organ quality in post-transplant survival

Variable

Rejection probability of \(\bf H_0^{(1)}\)  

Rejection probability of \(\bf H_0^{(2)}\)  

Z=

\(\bf H_0^{(1)}=\)  

\(\bf H_0^{(2)}=\)  

n=500

n=1000

n=5000

n=500

n=1000

n=5000

\(X_1\)

false

false

0.300

0.571

1.000

0.797

0.969

1.000

\(X_2\)

false

false

0.303

0.561

0.999

0.776

0.963

1.000

\(X_3\)

true

false

0.000

0.000

0.000

0.866

0.985

1.000

\(X_4\)

true

true

0.000

0.000

0.002

0.061

0.058

0.066

\(X_5\)

true

true

0.000

0.002

0.001

0.063

0.050

0.074

Z

false

true

0.154

0.226

0.572

0.045

0.065

0.063