The new projpred versions (
>= 2.0.0) have gained argument
varsel(). My question concerns the terms which are not included in
search_terms: Are they always included? For example, consider the reference model formula
y ~ (1 | subject) + x1 + x2 + x3. If I then specify
search_terms = c("x2", "x3"), does that mean that
y ~ (1 | subject) + x1 is taken as the “baseline” model whose terms are always included during the search process? Or is that “baseline” model given by
y ~ 1, meaning that the terms
(1 | subject) and
x1 are excluded?
Perhaps @AlejandroCatalina can help with this?