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msg00873
2010 May 05
1
randomForest: predictor importance (for regressions)
...Forest says: "or Regression, the first
column is the mean decrease in accuracy and the second the mean decrease in
MSE." - but it is the first column, not the second that has "MSE" in its
header.
2. According to this thread (
http://www.mail-archive.com/r-help@stat.math.ethz.ch/msg94873.html), The
overall importance measure is mean(d[i]) / se(d[i]), where se(d[i]) is
sd(d[i])/sqrt(ntree) (the "standard error").
So, in order to get at the importance of predictors (and I want to use the
permutation-based importance) - should I just take the first column of
rfresult$importa...