The dr package

The dr package for R for dimension reduction regression was first docu-mented in Weisberg (2002). This is a revision of that article, to correspond to version 3.0.0 of dr for R added to CRAN (cran.r-project.org) in Fall 2007. Regression is the study of the dependence of a response variable y on a collection of p predictors collected in x. In dimension reduction re-gression, we seek to find a few linearly independent linear combinations β′1x,..., β dx, such that all the information about the regression is con-tained in these d linear combinations. If d is very small, perhaps one or two, then the regression problem can be summarized using simple graph-ics; for example, for d = 1, the plot of y versus β′1x contains all the regression information. When d = 2, a 3D plot contains all the informa-tion. Formal estimation methods can additionally be used given the lowe