I would love to have some comments regarding the workflow of BYM2 modelling that involves variable selection (25 variables) and model selection.
I attempted to do variable selection in BYM2 model (poisson) using brms, but I couldn’t make it work and wonder whether it’s possible and how?
Therefore, my approach is
- Conduct variable selection in a poisson model in brms using regularized horseshoe prior and projpred package without including the spatial element.
- Include the selected variables in BYM2 models with different family types (i.e., poisson, negative binomial, zero inflated poisson and zero inflated negative binomial) and use loo for the model selection. However, I also encounter difficulties in reloo for the BYM2 models.
- Examine the fit of the selected model and do the posterior check.
Thank you in advance :).