Request : Monotonic effect
Hello, I know that projpred does not currently support monotonic effects but will we see this development in the near future? Thank you in advance,
Hi Nathan,
I can only speak for myself, and unfortunately, I won't be able to implement this in the near future.
But I'm tagging @avehtari so he knows about the feature request.
I guess the most important step will be to find a (frequentist) R package that supports maximum-likelihood estimation for GLMs including monotonic effects. And by that, I'm referring only to non-multilevel, non-additive models and also only to the traditional and the latent projection. For the augmented-data projection (considering again only non-multilevel, non-additive models), special R packages offering weighted maximum-likelihood estimation for the respective outcome families will be needed.