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Table 2 True and observed values for single predictor model coefficients and correlations with outcome.

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

Predictor

True

Bivariate Model β

Mean Observed

Bivariate model β

True

r(x i , y)

Mean

Observed r(x i , y)

x 1

11.30

11.31

0.82

0.82

x 2

11.30

11.31

0.82

0.82

x 3

11.00

11.02

0.80

0.80

x 4

10.80

10.81

0.78

0.79

x 5

-5.0

-5.02

-0.36

-0.36

x 6

-5.0

-5.02

-0.36

-0.36

x 7

-2.0

-2.002

-0.15

-0.15

x 8

0.0

0.002

0.0

-3.6E-04

x 9

0.0

0.005

0.0

-8.4E-04

x 10

0.0

-0.012

0.0

-8.7E-04

x 11

0.0

0.01

0.0

7.3E-04

x 12

0.0

0.004

0.0

2.9E-04