Hi,

I am trying to use the varsel function in projpred to perform predictive variable selection for my brms model.

I keep getting stuck on an error which refers to level of a categorical variable being missing. I thought perhaps it was not appropriate to use varsel with categorical predictors - but I can’t find any specific mention of that in the documentation (although I note none of the examples use categorical predictors).

I created a small example to show the error I am getting.

Is this a problem with the software or is it incorrect to use this function on a model with categorical predictors?

```
library(brms)
library(projpred)
d = data.frame(y = rnorm(100),
x = c(rnorm(50), rnorm(50, 1)),
group = rep(c("A", "B"), each = 50)
)
fit = brm(y ~ x + group, data = d)
projpred::varsel(fit)
```

The error I have is:

`Error in eval(predvars, data, env) : object 'groupA' not found`

I am using MacOS Catlina 10.15.7 & brms 2.15.9