Importance is determined by playing a role in the tree, either as a main splitter or as a surrogate.
CART users have the option of fine tuning the variable importance algorithm. Thus, you are able to specify that surrogate splits contribute less towards a predictor's improvement than do primary splits. Linear combination splits do not contribute in any way to variable improvement. All rights reserved worldwide. The content of this site is made available to support the licensed use of Salford Systems data mining software products.