I’m aware that loo/waic require that model outcome variables are the same, but wonder if LOO can be used when a different link is applied to the same response variable? For example;
m1 <- brm(ordered(y) ~ …, family=cumulative())
m2 <- brm(y ~ …)
Currently this prints the warning “Model comparisons are likely invalid as the response values of at least two models do not match.”
If loo is not suitable here, is there a way to compare these models, or is the selection of the link conceptually prior to the running of the model in some way?