Description

The "care" package implements the CAR regression approach described in Zuber and Strimmer (2011). CAR scores measure the correlations between the response and the Mahalanobis-decorrelated predictors. The squared CAR score is a natural measure of variable importance and provides a canonical ordering of variables - see Zuber and Strimmer (2011) for details.

This package provides functions for estimating CAR scores, for variable selection using CAR scores, and for estimating corresponding regression coefficients. Both shrinkage as well as empirical estimators are available.

The name of the package refers to CAR estimation and CAR regression.

Author(s)

Verena Zuber and Korbinian Strimmer (http://strimmerlab.org/)

References

Zuber, V., and K. Strimmer. 2011. High-dimensional regression and variable selection using CAR scores. Statist. Appl. Genet. Mol. Biol. 10: 34. <DOI:10.2202/1544-6115.1730>

Website: http://strimmerlab.org/software/care/

See Also

carscore, slm, efron2004, lu2004.