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. 2023 Sep 19;23:209. doi: 10.1186/s12874-023-02023-2

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 H0(1) and H0(2) is true. Thereby, H0(1) is considered to be true for variables that are independent to all variables Xi with non-zero regression coefficient (X3,X4,X5) and H0(2) is considered to be true when the variable’s regression coefficient is zero (X4, X5, Z)

Variable Rejection probability of H0(1)   Rejection probability of H0(2)  
Z= H0(1)=   H0(2)=   n=500 n=1000 n=5000 n=500 n=1000 n=5000
X1 false false 0.300 0.571 1.000 0.797 0.969 1.000
X2 false false 0.303 0.561 0.999 0.776 0.963 1.000
X3 true false 0.000 0.000 0.000 0.866 0.985 1.000
X4 true true 0.000 0.000 0.002 0.061 0.058 0.066
X5 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