High-Dimensional Regression and CAR Score Variable Selection

care page on CRAN.

The "care" package implements the regression approach of Zuber and Strimmer (2011). 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.

Current Version: 1.1.8

Authors: Verena Zuber and Korbinian Strimmer.

Documentation and Installation:

Quick install:
enter at the R console: install.packages("care")

Methodology Paper with R Code:

For binary response the corresponding statistic is the CAT score - see the "st" package for details.

GAW17 Case Study: Simultaneous SNP Selection with CAR Scores

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