| RF | MARS |
---|
Approach | TDR | FDR | TDR | FDR |
---|
1. Include Z | + | - | + | + |
2. Stratify by Z | - | + | - | + |
3. Residualize by Z | - | + | + | + |
4. Ignore Z | + | - | + | - |
- Correlation between X1 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.