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 and is true. Thereby, is considered to be true for variables that are independent to all variables with non-zero regression coefficient () and is considered to be true when the variable’s regression coefficient is zero (, , Z)
Variable | Rejection probability of | Rejection probability of | ||||||
---|---|---|---|---|---|---|---|---|
Z= | n=500 | n=1000 | n=5000 | n=500 | n=1000 | n=5000 | ||
false | false | 0.300 | 0.571 | 1.000 | 0.797 | 0.969 | 1.000 | |
false | false | 0.303 | 0.561 | 0.999 | 0.776 | 0.963 | 1.000 | |
true | false | 0.000 | 0.000 | 0.000 | 0.866 | 0.985 | 1.000 | |
true | true | 0.000 | 0.000 | 0.002 | 0.061 | 0.058 | 0.066 | |
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 |