Continuing the discussion from Projective variable selection for an Ordered Logistic model, I would like to know if there is the opportunity to perform it in
brms whit a model like this:
fit3 <- brm(SCORE ~ ., data = df, family = cumulative())
SCORE is an ordered factor with 4 levels,
nrow(df) ≈ 100,
ncol(df) ≈ 30 (and represents the total number of variables from which I would like to extract the most influential ones.
brms version: 2.9.3