I know there are already some questions regarding the interpretation of the MeanDecreaseAccuracy metric of the randomForest-package, but it's still unclear to me. My assumption was that each variable is replaced by a randomly permutated version and the OOB error rate is recalculated. The increase of the error rate tells me the importance of the variable.
So let's take the variable "Start" in the example below. Can I say, that the expected increase in the current error rate (20.99%) is (15.8%-->20.99+15.8) if I would remove "Start" from my model?
I guess not, but how would the correct formulation sound like?
library(rpart) library(randomForest) set.seed(123) fit <- randomForest(Kyphosis ~ Age + Number + Start , data=kyphosis, importance=TRUE, ntree=500) print(fit) importance(fit) OOB estimate of error rate: 20.99% Confusion matrix: absent present class.error absent 59 5 0.0781250 present 12 5 0.7058824 > importance(fit) absent present MeanDecreaseAccuracy MeanDecreaseGini Age 1.47962289 5.177725 4.347754 8.617383 Number 0.06287608 3.407481 2.909213 5.474125 Start 9.45380414 14.290110 15.809382 9.977147