Apologies if this is the wrong forum.
I’m interested in using Aki Vehtari’s projectpred (Projection predictive variable selection – A review and recommendations for the practicing statistician) for variable selection, but I’m particularly interested in the joint posterior probabilities (JPP) rather than the marginal posterior probabilities (MPP). Does anyone have any experience or ideas on whether this is possible? My use case is a very simple logistic regression (similar to the bodyfat example linked).
Thanks in advance,