Re: [R] Random Forest Variable Importance Interpretation

Hi, Are you looking for variable selection? If this is the case than you can use LASSO, Elastic net, Sparse PLS regression methods which encourages variable selection. PCA does not select variables as you get all your variables in the PCs. You can sparse PCA. Regards Alex On Wed, Jun 24, 2

Re: [R] Random Forest Variable Importance

Read ?importance, especially the "scale" argument. Andy > -Original Message- > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] On Behalf Of Li GUO > Sent: Friday, March 27, 2009 1:24 PM > To: r-help@r-project.org > Subject: [R] Random Forest Variable Importance