Given that I have 3 response variables, is it possible to extract a kfold ic for each response variable given that I have the fits saved in the kfold object? Or do I have to rerun kfold with "resp = " specified for each response separately?
I assume I’d have to rerun the kfold analysis then (which took a month). I’m wondering if there is any way to extract the single response information from a full kfhold analysis.
Since kfold uses the elpd measure for model fit, which in turn uses the joint likelihood of all response variables per observation, I am afraid there is no way to compute the value for a subset of responses post-hoc.