Percent of error statistics due to largest residuals for Random Forests^® Regression

Each row of the table shows the error statistics for the given percentage of residuals. The percent of the Mean Squared Error (MSE) that comes from the largest residuals is usually higher than the percent for the other two statistics. MSE uses the squares of the errors in the calculations, so the most extreme observations typically have the greatest influence on the statistic.

If you select validation with a test set in addition to out-of-bag validation, then the table displays results for both the out-of-bag data and the test set data.

A possible pattern is that a small percentage of the residuals account for a large portion of the error in the data. For example, in the following table, the total size of the data set is about 2930. From the perspective of the MSE, that indicates that 1% of the data account for about 36% of the error. In such a case, the 30 cases that contribute most of the error to the model can represent the most natural opportunity to improve the model. Finding a way to improve the fits for those cases leads to a relatively large increase in the overall performance of the model.

This condition can also indicate that you can have greater confidence in nodes of the model that do not have cases with the largest errors. Because most of the error comes from a small number of cases, the fits for the other cases are relatively more accurate.