Projection predictive variable selection and robust regression

Modeling
,
1

I am trying to fit a robust regression on a dataset:

fit = brm(y~., data = myData, family=student, ...)

Then, I would like to perform the variable selection through projpred.
The command :
refmodel = get_refmodel(fit)
gives the error:

Error in get(extend_family_specific, mode = "function") : 
  object 'extend_family_student' of mode 'function' was not found

From the manual, I see that the commend can be extended via the family= parameter with an extra-family and the extend_family() command. However the command:
refmodel = get_refmodel(fit, family= extend_family(Student_t()))
fails.

What am I doing wrong?

2

Student-family is not supported as it’s not in exponential family, which is easy in theory and in implementation. Student may be supported in the future. Right now the error message should be clarified. Ping @paul.buerkner @AlejandroCatalina

3

Lot of thanks, @avehtari ! Question marked as solved

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