I’m developing a mixed model with 6 variables where the subjects are random effects. I would like to do variable selection. One way would be exploring all 2^6 combinations and running a LOOCV to select the model with the lowest ELPD. However that seems to be computationally daunting.
Instead, are the methods described in projpred appropriate for mixed models as well? I’m using rstanarm to develop these.
Thanks a ton!!