stan-dev / projpred

Projection predictive variable selection
https://mc-stan.org/projpred/
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Warn if L1 search selects an interaction before main effects #395

Closed fweber144 closed 1 year ago

fweber144 commented 1 year ago

This addresses #190 further (in addition to commit https://github.com/fweber144/projpred/commit/abe2f482d2c801e5b4271853164d8b6539ad58fa from PR #233 which only addressed the documentation) in that we now throw a warning if an interaction term is selected before all involved main effects have been selected.