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Table 1 Bias and 95% coverage for full and single predictor models.

From: The behaviour of random forest permutation-based variable importance measures under predictor correlation

Predictor

True

Value

Member of

Correlated Group

Full Model:

Bias

Full Model:

95% Coverage

Single Model:

Bias

Single Model:

95% Coverage

x 1

5

T

9.16e-04

94.6

6.31

0.0

x 2

5

T

-6.09e-04

97.2

6.31

0.0

x 3

2

T

-0.0014

94.6

9.02

0.0

x 4

0

T

0.0011

96.2

10.81

0.0

x 5

-5

F

6.77e-04

96.0

-0.015

94.2

x 6

-5

F

2.75e-04

95.2

-0.017

94.2

x 7

-2

F

-3.90e-04

93.8

-0.0017

95.8

x 8

0

F

-5.26e-04

95.8

0.0050

93.4

x 9

0

F

1.86e-04

94.6

-0.012

94.6

x 10

0

F

2.47e-04

94.4

0.012

95.8

x 11

0

F

-3.60e-04

95.2

0.0096

94.4

x 12

0

F

-3.56e-06

95.8

0.0040

95.8