Learning the ropes of projpred currently and ran the body fat example (https://avehtari.github.io/modelselection/bodyfat.html) with cross-validated variable selection using cv_varsel().
Setting method to loo I obtained the following error message:
"Error in fixFormulaObject(terms) :
'rho' must be an environment not pairlist: detected in C-level eval"
Tried k-fold (K=10) after as a forward search but obtained unexpected selection probabilities from cv_varsel().
Most selection probabilities above the diagonal are zero rather than one, as in the tutorial on the website.
Selection probabilities now sum up to one for each sub-model size/column.
This would suggest that variables like "abdomen" and "weight" only matter in small models but not models with more variables but I presume something is not quite right here. Any help would be appreciated.
I have encountered the same issue or pattern when running cv_varsel() on the normally distributed data from the toy example in the vignette (https://cran.r-project.org/web/packages/projpred/vignettes/projpred.html).
Any help would be greatly appreciated.
Best
Andreas
Learning the ropes of projpred currently and ran the body fat example (https://avehtari.github.io/modelselection/bodyfat.html) with cross-validated variable selection using cv_varsel().
Setting method to loo I obtained the following error message:
"Error in fixFormulaObject(terms) :
'rho' must be an environment not pairlist: detected in C-level eval"
Tried k-fold (K=10) after as a forward search but obtained unexpected selection probabilities from cv_varsel().
Most selection probabilities above the diagonal are zero rather than one, as in the tutorial on the website.
Selection probabilities now sum up to one for each sub-model size/column.
This would suggest that variables like "abdomen" and "weight" only matter in small models but not models with more variables but I presume something is not quite right here. Any help would be appreciated.
I have encountered the same issue or pattern when running cv_varsel() on the normally distributed data from the toy example in the vignette (https://cran.r-project.org/web/packages/projpred/vignettes/projpred.html).
Any help would be greatly appreciated.
Best
Andreas