
RF

MARS


Approach

TDR

FDR

TDR

FDR


1. Include Z

+



+

+

2. Stratify by Z



+



+

3. Residualize by Z



+

+

+

4. Ignore Z

+



+



 Correlation between X_{1} and Z is varied as shown in Figures 3 and 4: "+" indicates reasonable TDR (> 80 for RF and > 70% for MARS) or low FDR (< 20% for RF and < 10% for MARS) for all levels of correlation; and "" indicates decreasing TDR or increasing FDR as correlation increases.