Skip to main content

Table 2 Simulation design for Scenario 1

From: Intervention in prediction measure: a new approach to assessing variable importance for random forests

Variables

X 1

X 2

X 3

X 4

X 5

Y|X 2=0

Y|X 2=1

Distribution

N(0,1)

B(1,0.5)

DU(1/4)

DU(1/10)

DU(1/20)

B(1,0.5 - rel)

B(1,0.5 + rel)

  1. The variables are sampled independently from the following distributions. N(0,1) stands for the standard normal distribution. B(1, π) stands for the Binomial distribution with n = 1, i.e the Bernoulli distribution, and probability π. DU(1/n) stands for the Discrete Uniform distribution with values 1, …, n. The relevance parameter rel indicates the degree of dependence between Y and X 2, and is set at 0.1, which is not very high