My main field is machine learning and 90 % of what I do is to try to improve the prediction error.
Recently I have started to work with a medical group. They are mainly doctors so I do not know how much I can trust their statistical knowledge.
What they commonly do is to fit logistic regression and without any consideration of the model performance they start to look to the coefficient in order to understand which one is more important or stuff like that.
In a similar way I fitted a random forest model and the I have done the importance plot something like this even if the predicted performance was very poor.
How much can I trust these kind of results in model where the prediction performance is poor?