Projpred and explanation of plot

General
1

I am trying to run projpred to reduce the number of terms in my model, but when I plot the resulting features, feature #2 results in an increase in rmsd and decrease in elpd, whilst feature #3 has a larger impact on these measures. Horseshoe prior with five suggested variables.

(stan_glm(as.formula(formula), data = d.1, prior=rhs_prior, QR=F, seed=123, refresh=0,family=binomial)

Rplot02
Rplot021176×530 37.6 KB

2

All the shown values are based on estimates given finite data, and thus there can be such random variation that the estimates don’t increase/decrease monotonically