care: High-Dimensional Regression and CAR Score Variable Selection
Implements the regression approach of Zuber and Strimmer (2011) "High-dimensional regression and variable selection using CAR scores" SAGMB 10: 34. CAR scores measure the correlation 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. 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.
- Verena Zuber and Korbinian Strimmer.
- Date of publication
- 2015-07-08 16:28:30
- Korbinian Strimmer <firstname.lastname@example.org>
- GPL (>= 3)
- Internal care Functions
- The care Package
- Estimate CAR Scores and Marginal Correlations
- Diabetes Data from Efron et al. (2004)
- Brain Aging Study of Lu et al. (2004)
- Shrinkage Estimation of Regression Coefficients
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