Relative importance rankings outperform marginal correlation for variable ranking and yield competitive predictive models versus lasso in simulations and high-dimensional gene data, with a new efficient RI measure CRI.Z.
Efron, How biased is the apparent error rate of a prediction rule?, Journal of the American statistical Association (1986)
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Variable Selection Using Relative Importance Rankings
Relative importance rankings outperform marginal correlation for variable ranking and yield competitive predictive models versus lasso in simulations and high-dimensional gene data, with a new efficient RI measure CRI.Z.